+50.1%
JD vs AU
+525.8%
-475.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.9% |
| 7D | -4.0% | -1.1% | -2.9% | -4.0% |
| 30D | +2.7% | -4.4% | +7.1% | +2.9% |
| 3M | -13.0% | -10.0% | -3.1% | -12.6% |
| 6M | -12.7% | -14.5% | +1.8% | -12.2% |
| YTD | -0.8% | +6.4% | -7.2% | -2.3% |
| 1Y | -8.9% | +7.7% | -16.6% | -10.4% |
| 3Y | +17.0% | +514.1% | -497.1% | +0.1% |
| 5Y | -63.5% | +386.5% | -450.0% | -68.7% |
| 10Y | +30.5% | +851.3% | -820.8% | +13.6% |
| All | +50.1% | +525.8% | -475.7% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling