-6.3%
JD vs AGI
+208.5%
-214.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.9% |
| 7D | -0.8% | +4.4% | -5.2% | -1.4% |
| 30D | -16.0% | +10.0% | -26.0% | -17.3% |
| 3M | -3.2% | +1.7% | -4.9% | -3.7% |
| 6M | +6.1% | -26.8% | +32.8% | +10.6% |
| YTD | -0.1% | -5.3% | +5.2% | -0.9% |
| 1Y | -12.7% | +11.5% | -24.2% | -16.4% |
| 3Y | -6.3% | +212.9% | -219.2% | -32.6% |
| All | -6.3% | +208.5% | -214.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling