+28.9%
JD vs AA
+64.5%
-35.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -4.0% |
| 7D | +7.9% | +4.8% | +3.1% | +6.4% |
| 30D | +4.8% | -0.6% | +5.4% | +4.6% |
| 3M | -13.9% | -16.3% | +2.3% | -10.5% |
| 6M | -5.8% | -33.4% | +27.6% | +2.8% |
| YTD | +2.4% | -20.7% | +23.1% | +4.7% |
| 1Y | -7.5% | +12.9% | -20.5% | -15.0% |
| 3Y | +20.9% | +75.7% | -54.8% | -5.6% |
| 5Y | -58.0% | -6.8% | -51.2% | -62.7% |
| 10Y | +28.9% | +53.6% | -24.7% | -0.6% |
| All | +28.9% | +64.5% | -35.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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