-62.2%
JD vs AFL
+154.2%
-216.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +4.2% | +9.7% | -5.5% | +1.3% |
| 3M | -12.8% | +5.5% | -18.3% | -14.3% |
| 6M | -8.8% | +11.2% | -20.0% | -12.0% |
| YTD | +0.5% | +17.1% | -16.6% | -4.9% |
| 1Y | -8.8% | +14.0% | -22.8% | -13.0% |
| 3Y | +18.6% | +66.3% | -47.7% | -4.7% |
| 5Y | -62.2% | +152.7% | -214.9% | -75.9% |
| All | -62.2% | +154.2% | -216.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling