-9.5%
JD vs AA
+67.9%
-77.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -13.2% | +5.0% | -18.1% | -14.6% |
| 3M | -3.2% | -35.8% | +32.6% | +8.8% |
| 6M | +15.2% | -18.4% | +33.6% | +18.5% |
| YTD | +2.0% | -5.5% | +7.5% | -1.1% |
| 1Y | -5.4% | +61.0% | -66.3% | -25.1% |
| All | -9.5% | +67.9% | -77.5% | -35.6% |
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 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