+32.2%
JD vs APA
+4.1%
+28.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.1% |
| 7D | +0.4% | +5.1% | -4.6% | -0.3% |
| 30D | +4.2% | +0.3% | +3.9% | +3.9% |
| 3M | -12.8% | +15.6% | -28.4% | -14.9% |
| 6M | -8.8% | +28.9% | -37.7% | -12.7% |
| YTD | +0.5% | +96.6% | -96.1% | -10.4% |
| 1Y | -8.8% | +95.5% | -104.3% | -18.7% |
| 3Y | +18.6% | +41.8% | -23.2% | +7.9% |
| 5Y | -62.2% | +85.4% | -147.7% | -67.6% |
| 10Y | +32.2% | +4.5% | +27.7% | +10.4% |
| All | +32.2% | +4.1% | +28.1% | +10.4% |
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