+28.9%
JD vs APD
+192.6%
-163.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.6% | -3.4% |
| 7D | +7.9% | -1.6% | +9.5% | +8.5% |
| 30D | +4.8% | +10.6% | -5.8% | +0.1% |
| 3M | -13.9% | +2.5% | -16.4% | -15.1% |
| 6M | -5.8% | +6.0% | -11.8% | -8.8% |
| YTD | +2.4% | +28.4% | -26.0% | -9.7% |
| 1Y | -7.5% | +22.2% | -29.7% | -16.9% |
| 3Y | +20.9% | +26.6% | -5.7% | +3.8% |
| 5Y | -58.0% | +11.8% | -69.8% | -62.7% |
| 10Y | +28.9% | +187.8% | -158.9% | -35.0% |
| All | +28.9% | +192.6% | -163.7% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling