+21.5%
JD vs AG
+60.0%
-38.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +2.1% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | -13.2% | +19.2% | -32.3% | -15.4% |
| 3M | -3.2% | +6.2% | -9.3% | -4.8% |
| 6M | +15.2% | -26.7% | +41.9% | +18.4% |
| YTD | +2.0% | +26.1% | -24.1% | -3.9% |
| 1Y | -5.4% | +131.7% | -137.0% | -19.3% |
| 3Y | -9.1% | +255.3% | -264.5% | -29.8% |
| 5Y | -59.6% | +61.9% | -121.6% | -66.9% |
| All | +21.5% | +60.0% | -38.5% | -17.8% |
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