+54.3%
JD vs AFL
+403.9%
-349.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -13.2% | -6.2% | -7.0% | -11.3% |
| 3M | -3.2% | +2.2% | -5.4% | -4.1% |
| 6M | +15.2% | +5.3% | +10.0% | +12.7% |
| YTD | +2.0% | +8.0% | -6.0% | -1.2% |
| 1Y | -5.4% | +10.2% | -15.6% | -9.3% |
| 3Y | -9.1% | +67.1% | -76.2% | -26.5% |
| 5Y | -59.6% | +135.6% | -195.2% | -71.5% |
| 10Y | +26.2% | +299.4% | -273.1% | -33.2% |
| All | +54.3% | +403.9% | -349.6% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling