-6.7%
JD vs AG
+24.7%
-31.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.6% | +0.2% |
| 7D | +5.2% | +6.0% | -0.8% | +4.7% |
| 30D | +4.5% | -13.5% | +18.0% | +5.4% |
| 3M | -15.4% | -20.7% | +5.3% | -14.4% |
| 6M | -6.0% | -31.5% | +25.5% | -3.7% |
| YTD | +2.2% | -10.1% | +12.3% | +1.2% |
| 1Y | -6.7% | +26.0% | -32.7% | -11.1% |
| All | -6.7% | +24.7% | -31.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling