+34.4%
JD vs AGI
+389.5%
-355.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -4.1% | -10.1% | +6.0% | -3.0% |
| 30D | +4.6% | -6.5% | +11.1% | +5.2% |
| 3M | -4.7% | -12.8% | +8.1% | -3.6% |
| 6M | -17.4% | -34.3% | +17.0% | -13.9% |
| YTD | +0.7% | -25.6% | +26.3% | +2.6% |
| 1Y | -5.9% | -14.2% | +8.4% | -5.8% |
| 3Y | +18.9% | +127.3% | -108.4% | +4.8% |
| 5Y | -62.9% | +241.8% | -304.7% | -68.9% |
| All | +34.4% | +389.5% | -355.2% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling