+32.5%
JD vs AG
+64.1%
-31.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.6% | +0.6% |
| 7D | +5.2% | +6.0% | -0.8% | +4.3% |
| 30D | +4.5% | -13.5% | +18.0% | +6.3% |
| 3M | -15.4% | -20.7% | +5.3% | -13.3% |
| 6M | -6.0% | -31.5% | +25.5% | -2.5% |
| YTD | +2.2% | -10.1% | +12.3% | +0.1% |
| 1Y | -6.7% | +26.0% | -32.7% | -13.4% |
| 3Y | +20.5% | +228.9% | -208.4% | -6.9% |
| 5Y | -58.4% | +8.7% | -67.1% | -64.5% |
| 10Y | +32.5% | +71.9% | -39.4% | -2.0% |
| All | +32.5% | +64.1% | -31.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling