-62.4%
JD vs AA
-17.9%
-44.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.5% |
| 30D | +4.6% | -0.6% | +5.2% | +4.4% |
| 3M | -4.7% | -19.7% | +14.9% | +1.2% |
| 6M | -17.4% | -41.6% | +24.2% | -4.1% |
| YTD | +0.7% | -24.6% | +25.3% | +4.3% |
| 1Y | -5.9% | +4.9% | -10.7% | -14.3% |
| 3Y | +18.9% | +66.8% | -48.0% | -15.9% |
| All | -62.4% | -17.9% | -44.4% | -67.3% |
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