-57.1%
JD vs APD
+11.0%
-68.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +13.4% | -3.7% | +17.0% | +14.7% |
| 30D | +7.7% | +9.6% | -1.9% | +4.2% |
| 3M | -11.3% | +1.6% | -12.9% | -12.0% |
| 6M | -5.1% | +2.2% | -7.3% | -6.3% |
| YTD | +5.0% | +25.9% | -20.8% | -4.4% |
| 1Y | -5.6% | +20.1% | -25.8% | -12.9% |
| 3Y | +17.8% | +12.4% | +5.4% | +9.5% |
| All | -57.1% | +11.0% | -68.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling