+52.1%
JD vs AFL
+446.5%
-394.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +4.2% | +9.7% | -5.5% | +0.9% |
| 3M | -12.8% | +5.5% | -18.3% | -14.5% |
| 6M | -8.8% | +11.2% | -20.0% | -12.4% |
| YTD | +0.5% | +17.1% | -16.6% | -5.5% |
| 1Y | -8.8% | +14.0% | -22.8% | -13.4% |
| 3Y | +18.6% | +66.3% | -47.7% | -3.8% |
| 5Y | -62.2% | +152.7% | -214.9% | -74.1% |
| 10Y | +32.2% | +341.3% | -309.1% | -32.9% |
| All | +52.1% | +446.5% | -394.4% | -35.8% |
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