+59.0%
JD vs AG
+67.0%
-8.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.5% |
| 7D | +13.4% | +6.3% | +7.0% | +12.6% |
| 30D | +7.7% | -8.9% | +16.6% | +8.6% |
| 3M | -11.3% | -12.2% | +0.9% | -10.5% |
| 6M | -5.1% | -28.3% | +23.2% | -2.9% |
| YTD | +5.0% | -8.8% | +13.9% | +3.5% |
| 1Y | -5.6% | +39.4% | -45.0% | -11.5% |
| 3Y | +17.8% | +229.4% | -211.7% | -1.7% |
| 5Y | -57.2% | +14.5% | -71.7% | -62.0% |
| 10Y | +34.8% | +82.7% | -47.9% | +11.9% |
| All | +59.0% | +67.0% | -8.1% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling