+15.2%
JD vs APD
+11.5%
+3.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -13.2% | +2.1% | -15.2% | -13.3% |
| 3M | -3.2% | +7.2% | -10.4% | -4.2% |
| 6M | +15.2% | +11.2% | +4.0% | +15.4% |
| All | +15.2% | +11.5% | +3.7% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling