+17.6%
JD vs AA
+121.7%
-104.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -3.0% |
| 7D | -0.8% | +1.7% | -2.4% | -1.3% |
| 30D | -16.0% | +3.3% | -19.4% | -17.0% |
| 3M | -3.2% | -29.4% | +26.2% | +5.0% |
| 6M | +6.1% | -12.8% | +18.9% | +7.2% |
| YTD | -0.1% | -2.1% | +2.0% | -3.0% |
| 1Y | -12.7% | +62.8% | -75.5% | -27.3% |
| 3Y | -6.3% | +90.5% | -96.8% | -28.2% |
| 5Y | -61.3% | +19.1% | -80.4% | -67.7% |
| 10Y | +17.6% | +124.8% | -107.2% | -16.1% |
| All | +17.6% | +121.7% | -104.1% | -16.1% |
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