+6,903.4%
AVGO vs JD
+48.3%
+6,855.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -3.0% | -1.7% | -1.3% | -2.6% |
| 30D | -14.4% | -13.2% | -1.3% | -11.8% |
| 3M | -14.4% | -3.2% | -11.2% | -14.1% |
| 6M | +13.1% | +15.2% | -2.1% | +8.8% |
| YTD | +3.8% | +2.0% | +1.8% | +2.5% |
| 1Y | +17.8% | -5.4% | +23.2% | +18.2% |
| 3Y | +325.3% | -9.1% | +334.4% | +310.6% |
| 5Y | +689.9% | -59.6% | +749.5% | +758.7% |
| 10Y | +2,597.0% | +26.2% | +2,570.8% | +1,873.2% |
| All | +6,903.4% | +48.3% | +6,855.1% | +4,954.2% |
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