-6.3%
JD vs AFL
+64.2%
-70.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.8% |
| 7D | -0.8% | -0.7% | 0.0% | -0.7% |
| 30D | -16.0% | -7.1% | -8.9% | -15.1% |
| 3M | -3.2% | +0.4% | -3.6% | -3.4% |
| 6M | +6.1% | +4.5% | +1.5% | +4.9% |
| YTD | -0.1% | +6.1% | -6.2% | -1.5% |
| 1Y | -12.7% | +10.6% | -23.3% | -14.7% |
| 3Y | -6.3% | +64.0% | -70.3% | -17.1% |
| All | -6.3% | +64.2% | -70.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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