+54.3%
JD vs AA
+70.2%
-15.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -13.2% | +5.0% | -18.1% | -14.5% |
| 3M | -3.2% | -35.8% | +32.6% | +7.5% |
| 6M | +15.2% | -18.4% | +33.6% | +18.6% |
| YTD | +2.0% | -5.5% | +7.5% | +0.1% |
| 1Y | -5.4% | +61.0% | -66.3% | -20.7% |
| 3Y | -9.1% | +66.2% | -75.3% | -27.4% |
| 5Y | -59.6% | +11.4% | -71.0% | -65.7% |
| 10Y | +26.2% | +116.9% | -90.6% | -17.5% |
| All | +54.3% | +70.2% | -15.9% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling