+54.3%
JD vs AGI
+368.8%
-314.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.0% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | -13.2% | +18.2% | -31.4% | -14.2% |
| 3M | -3.2% | -4.1% | +0.9% | -3.1% |
| 6M | +15.2% | -28.7% | +43.9% | +17.5% |
| YTD | +2.0% | -4.0% | +6.0% | +1.6% |
| 1Y | -5.4% | +17.4% | -22.8% | -7.2% |
| 3Y | -9.1% | +203.0% | -212.1% | -16.9% |
| 5Y | -59.6% | +376.7% | -436.3% | -64.0% |
| 10Y | +26.2% | +407.5% | -381.2% | +11.1% |
| All | +54.3% | +368.8% | -314.5% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling