-63.5%
JD vs AG
+3.1%
-66.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.4% |
| 7D | -4.0% | -6.0% | +2.0% | -3.0% |
| 30D | +2.7% | -14.3% | +17.0% | +5.1% |
| 3M | -13.0% | -26.9% | +13.9% | -8.9% |
| 6M | -12.7% | -42.1% | +29.4% | -5.5% |
| YTD | -0.8% | -15.9% | +15.1% | -3.1% |
| 1Y | -8.9% | +11.5% | -20.4% | -16.8% |
| 3Y | +17.0% | +208.0% | -190.9% | -21.9% |
| 5Y | -63.5% | +2.4% | -65.9% | -73.2% |
| All | -63.5% | +3.1% | -66.6% | -73.2% |
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