-61.3%
JD vs AA
+10.5%
-71.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.9% |
| 3M | -3.2% | -35.8% | +32.6% | +10.2% |
| 6M | +15.2% | -18.4% | +33.6% | +19.0% |
| YTD | +2.0% | -5.5% | +7.5% | -1.0% |
| 1Y | -5.4% | +61.0% | -66.3% | -25.5% |
| 3Y | -9.1% | +66.2% | -75.3% | -33.7% |
| All | -61.3% | +10.5% | -71.7% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling