-61.3%
JD vs APD
+27.6%
-88.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | -1.7% | -2.2% | +0.5% | -0.9% |
| 30D | -13.2% | +2.1% | -15.2% | -13.8% |
| 3M | -3.2% | +7.2% | -10.4% | -5.9% |
| 6M | +15.2% | +11.2% | +4.0% | +10.2% |
| YTD | +2.0% | +24.4% | -22.4% | -6.7% |
| 1Y | -5.4% | +6.7% | -12.0% | -8.5% |
| 3Y | -9.1% | +9.2% | -18.4% | -14.4% |
| All | -61.3% | +27.6% | -88.8% | -73.0% |
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