+16.4%
JD vs AGI
+388.9%
-372.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -2.6% | -5.3% | +2.7% | -2.0% |
| 30D | -15.4% | +6.8% | -22.1% | -16.0% |
| 3M | -5.0% | +8.3% | -13.3% | -6.2% |
| 6M | +0.9% | -29.2% | +30.1% | +4.1% |
| YTD | -2.5% | -7.3% | +4.8% | -2.8% |
| 1Y | -16.0% | +8.0% | -24.1% | -18.0% |
| 3Y | -8.5% | +206.6% | -215.1% | -21.1% |
| 5Y | -61.8% | +398.1% | -459.9% | -68.5% |
| All | +16.4% | +388.9% | -372.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling