+34.4%
JD vs AU
+818.2%
-783.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -4.1% | -7.2% | +3.1% | -3.4% |
| 30D | +4.6% | -2.9% | +7.5% | +4.8% |
| 3M | -4.7% | -8.7% | +3.9% | -4.2% |
| 6M | -17.4% | -14.1% | -3.2% | -16.7% |
| YTD | +0.7% | +4.8% | -4.1% | -1.8% |
| 1Y | -5.9% | +11.9% | -17.8% | -9.1% |
| 3Y | +18.9% | +513.8% | -494.9% | -9.9% |
| 5Y | -62.9% | +379.3% | -442.2% | -71.7% |
| All | +34.4% | +818.2% | -783.9% | -2.4% |
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