-61.6%
JD vs AFL
+133.0%
-194.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -3.0% | -2.1% | -0.9% | -2.3% |
| 30D | -19.3% | -5.4% | -13.9% | -17.9% |
| 3M | -6.0% | -0.3% | -5.8% | -6.2% |
| 6M | +1.8% | +5.2% | -3.4% | -0.4% |
| YTD | -2.6% | +5.7% | -8.2% | -5.0% |
| 1Y | -17.4% | +10.2% | -27.7% | -20.9% |
| 3Y | -8.6% | +63.4% | -72.0% | -28.3% |
| 5Y | -61.6% | +133.0% | -194.6% | -76.1% |
| All | -61.6% | +133.0% | -194.6% | -76.1% |
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 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