+1,321.9%
AMAT vs JD
+31.5%
+1,290.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.2% |
| 7D | +11.4% | -4.1% | +15.5% | +12.6% |
| 30D | -17.0% | +4.6% | -21.7% | -18.6% |
| 3M | -30.6% | -4.7% | -25.9% | -30.0% |
| 6M | -14.9% | -17.4% | +2.4% | -11.0% |
| YTD | +44.7% | +0.7% | +44.0% | +41.5% |
| 1Y | +66.9% | -5.9% | +72.8% | +66.7% |
| 3Y | +153.3% | +18.9% | +134.4% | +120.0% |
| 5Y | +146.2% | -62.9% | +209.2% | +192.2% |
| All | +1,321.9% | +31.5% | +1,290.4% | +881.6% |
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