-61.6%
JD vs AGI
+392.7%
-454.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -3.0% | +2.2% | -5.2% | -3.4% |
| 30D | -19.3% | +11.3% | -30.6% | -21.2% |
| 3M | -6.0% | +5.6% | -11.7% | -7.7% |
| 6M | +1.8% | -27.7% | +29.5% | +7.7% |
| YTD | -2.6% | -4.1% | +1.5% | -4.3% |
| 1Y | -17.4% | +13.8% | -31.2% | -22.8% |
| 3Y | -8.6% | +217.0% | -225.6% | -38.3% |
| 5Y | -61.6% | +404.3% | -465.9% | -77.1% |
| All | -61.6% | +392.7% | -454.3% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling