+54.3%
JD vs APA
-36.4%
+90.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.3% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -13.2% | +23.4% | -36.6% | -15.9% |
| 3M | -3.2% | +12.7% | -15.9% | -5.2% |
| 6M | +15.2% | +39.4% | -24.2% | +8.5% |
| YTD | +2.0% | +79.0% | -77.0% | -7.8% |
| 1Y | -5.4% | +88.8% | -94.2% | -15.5% |
| 3Y | -9.1% | +6.4% | -15.5% | -13.7% |
| 5Y | -59.6% | +153.0% | -212.6% | -66.9% |
| 10Y | +26.2% | +7.5% | +18.7% | +4.2% |
| All | +54.3% | -36.4% | +90.7% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling