+16.4%
JD vs AU
+694.8%
-678.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.6% | -7.0% | +4.4% | -1.8% |
| 30D | -15.4% | +7.3% | -22.6% | -16.1% |
| 3M | -5.0% | +33.2% | -38.2% | -8.5% |
| 6M | +0.9% | -0.6% | +1.5% | 0.0% |
| YTD | -2.5% | +26.2% | -28.7% | -6.5% |
| 1Y | -16.0% | +68.3% | -84.3% | -22.5% |
| 3Y | -8.5% | +592.1% | -600.7% | -30.7% |
| 5Y | -61.8% | +685.3% | -747.0% | -71.5% |
| All | +16.4% | +694.8% | -678.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling