+56.4%
JD vs APD
+280.7%
-224.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.6% |
| 7D | +11.7% | -0.7% | +12.5% | +12.0% |
| 30D | +8.1% | +10.1% | -2.1% | +3.4% |
| 3M | -12.0% | +4.9% | -16.9% | -14.1% |
| 6M | -3.5% | +2.5% | -6.0% | -5.2% |
| YTD | +3.3% | +27.8% | -24.4% | -8.7% |
| 1Y | -7.4% | +32.9% | -40.3% | -20.4% |
| 3Y | +16.6% | +13.4% | +3.2% | +5.0% |
| 5Y | -57.9% | +12.8% | -70.7% | -62.8% |
| 10Y | +32.6% | +194.6% | -162.0% | -33.1% |
| All | +56.4% | +280.7% | -224.3% | -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