-8.8%
JD vs APA
+95.1%
-103.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.3% |
| 7D | +0.4% | +5.1% | -4.6% | +0.8% |
| 30D | +4.2% | +0.3% | +3.9% | +4.2% |
| 3M | -12.8% | +15.6% | -28.4% | -12.2% |
| 6M | -8.8% | +28.9% | -37.7% | -7.6% |
| YTD | +0.5% | +96.6% | -96.1% | -3.3% |
| 1Y | -8.8% | +95.5% | -104.3% | -12.2% |
| All | -8.8% | +95.1% | -103.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling