-62.4%
JD vs APA
+94.1%
-156.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | -4.1% | +8.5% | -12.7% | -5.3% |
| 30D | +4.6% | +2.8% | +1.8% | +3.9% |
| 3M | -4.7% | +21.7% | -26.5% | -8.2% |
| 6M | -17.4% | +32.6% | -50.0% | -21.8% |
| YTD | +0.7% | +103.7% | -103.0% | -13.3% |
| 1Y | -5.9% | +101.8% | -107.7% | -19.0% |
| 3Y | +18.9% | +48.1% | -29.2% | +5.2% |
| All | -62.4% | +94.1% | -156.4% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling