+691.7%
AVGO vs JD
-60.2%
+751.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -14.4% | -13.2% | -1.3% | -12.7% |
| 3M | -14.4% | -3.2% | -11.2% | -14.2% |
| 6M | +13.1% | +15.2% | -2.1% | +10.2% |
| YTD | +3.8% | +2.0% | +1.8% | +3.0% |
| 1Y | +17.8% | -5.4% | +23.2% | +18.1% |
| 3Y | +325.3% | -9.1% | +334.4% | +318.9% |
| All | +691.7% | -60.2% | +751.9% | +748.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling