+34.5%
JD vs AHR
+365.8%
-331.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | -13.2% | -1.4% | -11.7% | -13.0% |
| 3M | -3.2% | +18.6% | -21.8% | -6.9% |
| 6M | +15.2% | +6.6% | +8.7% | +13.4% |
| YTD | +2.0% | +17.5% | -15.5% | -2.0% |
| 1Y | -5.4% | +30.9% | -36.2% | -11.9% |
| All | +34.5% | +365.8% | -331.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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