+446.2%
APP vs JD
-58.2%
+504.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +3.3% | +27.8% | +30.0% |
| 7D | +39.7% | +11.7% | +28.0% | +35.2% |
| 30D | +27.7% | +8.1% | +19.7% | +25.0% |
| 3M | -14.8% | -12.0% | -2.8% | -11.1% |
| 6M | -25.5% | -3.5% | -22.0% | -25.2% |
| YTD | -47.2% | +3.3% | -50.5% | -48.2% |
| 1Y | -42.3% | -7.4% | -34.9% | -41.4% |
| 3Y | +806.8% | +16.6% | +790.2% | +678.8% |
| 5Y | +261.6% | -57.9% | +319.5% | +331.1% |
| All | +446.2% | -58.2% | +504.3% | +519.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling