+17.1%
JD vs APA
+43.6%
-26.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.5% |
| 7D | -4.0% | +9.6% | -13.6% | -4.9% |
| 30D | +2.7% | -0.2% | +2.9% | +2.4% |
| 3M | -13.0% | +19.8% | -32.9% | -15.3% |
| 6M | -12.7% | +30.1% | -42.8% | -16.2% |
| YTD | -0.8% | +100.4% | -101.2% | -13.1% |
| 1Y | -8.9% | +105.2% | -114.1% | -20.7% |
| All | +17.1% | +43.6% | -26.5% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling