+28.9%
JD vs APA
+0.9%
+28.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +7.9% | -8.7% | +16.7% | +9.2% |
| 30D | +4.8% | -2.4% | +7.2% | +4.8% |
| 3M | -13.9% | +19.0% | -32.9% | -16.4% |
| 6M | -5.8% | +26.8% | -32.6% | -9.6% |
| YTD | +2.4% | +87.3% | -84.9% | -8.1% |
| 1Y | -7.5% | +92.3% | -99.8% | -17.5% |
| 3Y | +20.9% | +37.3% | -16.4% | +10.5% |
| 5Y | -58.0% | +73.2% | -131.2% | -63.7% |
| 10Y | +28.9% | -0.9% | +29.8% | +8.4% |
| All | +28.9% | +0.9% | +28.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling