-57.1%
JD vs AFRM
-58.9%
+1.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.0% |
| 7D | +13.4% | -7.3% | +20.7% | +14.7% |
| 30D | +7.7% | -9.6% | +17.3% | +9.3% |
| 3M | -11.3% | -11.1% | -0.2% | -10.1% |
| 6M | -5.1% | +3.9% | -9.0% | -7.5% |
| YTD | +5.0% | -8.5% | +13.5% | +3.7% |
| 1Y | -5.6% | +3.3% | -8.9% | -9.5% |
| 3Y | +17.8% | +213.7% | -196.0% | -20.5% |
| All | -57.1% | -58.9% | +1.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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