+32.5%
JD vs APD
+188.9%
-156.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +4.5% | +11.0% | -6.5% | -0.3% |
| 3M | -15.4% | +2.0% | -17.4% | -16.4% |
| 6M | -6.0% | +7.1% | -13.1% | -9.4% |
| YTD | +2.2% | +29.8% | -27.6% | -10.3% |
| 1Y | -6.7% | +24.0% | -30.7% | -16.7% |
| 3Y | +20.5% | +27.2% | -6.6% | +3.3% |
| 5Y | -58.4% | +12.8% | -71.2% | -63.2% |
| 10Y | +32.5% | +185.0% | -152.5% | -36.0% |
| All | +32.5% | +188.9% | -156.4% | -36.0% |
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