+32.8%
JD vs AHR
+394.2%
-361.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +4.6% | +10.2% | -5.6% | +2.6% |
| 3M | -4.7% | +8.3% | -13.1% | -6.3% |
| 6M | -17.4% | +13.0% | -30.4% | -19.5% |
| YTD | +0.7% | +24.6% | -23.9% | -4.4% |
| 1Y | -5.9% | +22.2% | -28.1% | -10.3% |
| All | +32.8% | +394.2% | -361.4% | -21.6% |
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