+54.6%
JD vs AA
+36.6%
+18.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.9% |
| 7D | +5.2% | +1.2% | +4.0% | +4.7% |
| 30D | +4.5% | -5.0% | +9.5% | +5.6% |
| 3M | -15.4% | -22.2% | +6.8% | -10.4% |
| 6M | -6.0% | -36.3% | +30.3% | +3.6% |
| YTD | +2.2% | -24.2% | +26.3% | +5.7% |
| 1Y | -6.7% | +3.9% | -10.5% | -12.0% |
| 3Y | +20.5% | +67.6% | -47.0% | -3.9% |
| 5Y | -58.4% | -8.8% | -49.6% | -62.6% |
| 10Y | +32.5% | +45.0% | -12.5% | -4.5% |
| All | +54.6% | +36.6% | +18.0% | +17.5% |
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