+54.3%
JD vs APD
+270.6%
-216.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | -1.7% | -2.2% | +0.5% | -0.7% |
| 30D | -13.2% | +2.1% | -15.2% | -14.0% |
| 3M | -3.2% | +7.2% | -10.4% | -6.6% |
| 6M | +15.2% | +11.2% | +4.0% | +9.0% |
| YTD | +2.0% | +24.4% | -22.4% | -8.7% |
| 1Y | -5.4% | +6.7% | -12.0% | -9.6% |
| 3Y | -9.1% | +9.2% | -18.4% | -16.6% |
| 5Y | -59.6% | +27.4% | -87.0% | -66.5% |
| 10Y | +26.2% | +164.8% | -138.6% | -33.0% |
| All | +54.3% | +270.6% | -216.3% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling