-6.3%
JD vs AU
+624.5%
-630.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -16.0% | +12.8% | -28.8% | -17.2% |
| 3M | -3.2% | +28.5% | -31.6% | -5.9% |
| 6M | +6.1% | +4.8% | +1.2% | +4.7% |
| YTD | -0.1% | +31.0% | -31.1% | -4.2% |
| 1Y | -12.7% | +81.4% | -94.2% | -19.9% |
| 3Y | -6.3% | +618.4% | -624.7% | -32.7% |
| All | -6.3% | +624.5% | -630.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling