-9.7%
JD vs APD
+36.4%
-46.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.2% | +2.9% |
| 7D | +9.0% | +3.8% | +5.2% | +8.6% |
| 30D | +5.2% | +14.1% | -8.9% | +4.1% |
| 3M | -15.9% | +8.2% | -24.1% | -16.4% |
| 6M | -7.7% | +7.5% | -15.2% | -8.5% |
| YTD | +0.1% | +31.7% | -31.6% | -1.5% |
| 1Y | -9.7% | +35.1% | -44.8% | -11.7% |
| All | -9.7% | +36.4% | -46.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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