-64.3%
JD vs AFRM
-20.4%
-43.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | -1.7% | -7.0% | +5.3% | -0.6% |
| 30D | -13.2% | -7.8% | -5.4% | -12.3% |
| 3M | -3.2% | +5.3% | -8.5% | -4.8% |
| 6M | +15.2% | +42.6% | -27.4% | +7.1% |
| YTD | +2.0% | -2.8% | +4.8% | +0.3% |
| 1Y | -5.4% | -19.3% | +13.9% | -4.8% |
| 3Y | -9.1% | +231.0% | -240.1% | -35.5% |
| 5Y | -59.6% | -22.2% | -37.4% | -70.3% |
| All | -64.3% | -20.4% | -43.9% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling