+2,856.4%
AVGO vs JD
+14.7%
+2,841.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.6% |
| 7D | -0.8% | -3.0% | +2.2% | -0.1% |
| 30D | -13.7% | -19.3% | +5.6% | -9.6% |
| 3M | -6.9% | -6.0% | -0.9% | -5.9% |
| 6M | +5.8% | +1.8% | +4.0% | +4.6% |
| YTD | +5.7% | -2.6% | +8.2% | +5.5% |
| 1Y | +9.0% | -17.4% | +26.5% | +12.7% |
| 3Y | +340.5% | -8.6% | +349.1% | +324.6% |
| 5Y | +711.1% | -61.6% | +772.7% | +799.8% |
| 10Y | +2,856.4% | +16.9% | +2,839.5% | +2,055.1% |
| All | +2,856.4% | +14.7% | +2,841.7% | +2,055.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling