-63.9%
JD vs AFRM
-23.4%
-40.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.8% | +11.1% | +4.5% |
| 7D | +11.7% | -6.9% | +18.7% | +12.9% |
| 30D | +8.1% | -7.0% | +15.0% | +9.0% |
| 3M | -12.0% | -11.2% | -0.8% | -10.9% |
| 6M | -3.5% | +4.3% | -7.8% | -5.6% |
| YTD | +3.3% | -6.4% | +9.8% | +1.8% |
| 1Y | -7.4% | -2.6% | -4.8% | -9.9% |
| 3Y | +16.6% | +210.6% | -194.0% | -15.9% |
| 5Y | -57.9% | -57.6% | -0.3% | -67.7% |
| All | -63.9% | -23.4% | -40.5% | -74.2% |
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