-61.6%
JD vs AU
+688.4%
-750.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -19.3% | +12.3% | -31.6% | -21.1% |
| 3M | -6.0% | +29.4% | -35.4% | -10.8% |
| 6M | +1.8% | +3.2% | -1.4% | -0.3% |
| YTD | -2.6% | +31.8% | -34.4% | -9.8% |
| 1Y | -17.4% | +83.4% | -100.8% | -29.3% |
| 3Y | -8.6% | +623.1% | -631.7% | -47.7% |
| 5Y | -61.6% | +700.5% | -762.1% | -80.0% |
| All | -61.6% | +688.4% | -750.0% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling