+17.8%
JD vs AA
+52.9%
-35.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.9% |
| 7D | +13.4% | +0.9% | +12.5% | +13.0% |
| 30D | +7.7% | -6.7% | +14.4% | +9.5% |
| 3M | -11.3% | -16.3% | +5.1% | -7.7% |
| 6M | -5.1% | -37.1% | +32.0% | +5.6% |
| YTD | +5.0% | -25.0% | +30.1% | +7.8% |
| 1Y | -5.6% | +8.6% | -14.2% | -15.6% |
| 3Y | +17.8% | +57.2% | -39.5% | -15.4% |
| All | +17.8% | +52.9% | -35.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling