+1,111.0%
AMAT vs JD
+29.8%
+1,081.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.3% | -16.9% | -14.6% |
| 7D | -24.3% | +11.7% | -36.0% | -27.0% |
| 30D | -39.8% | +8.1% | -47.9% | -41.4% |
| 3M | -40.2% | -12.0% | -28.2% | -38.2% |
| 6M | -22.1% | -3.5% | -18.6% | -22.3% |
| YTD | +24.7% | +3.3% | +21.3% | +21.1% |
| 1Y | +33.3% | -7.4% | +40.7% | +34.0% |
| 3Y | +133.9% | +16.6% | +117.3% | +104.8% |
| 5Y | +117.1% | -57.9% | +174.9% | +144.5% |
| All | +1,111.0% | +29.8% | +1,081.2% | +735.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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