-57.1%
JD vs AG
+12.9%
-70.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | +13.4% | +6.3% | +7.0% | +12.0% |
| 30D | +7.7% | -8.9% | +16.6% | +9.2% |
| 3M | -11.3% | -12.2% | +0.9% | -10.1% |
| 6M | -5.1% | -28.3% | +23.2% | -1.3% |
| YTD | +5.0% | -8.8% | +13.9% | +1.2% |
| 1Y | -5.6% | +39.4% | -45.0% | -17.6% |
| 3Y | +17.8% | +229.4% | -211.7% | -22.2% |
| All | -57.1% | +12.9% | -70.1% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling