+1,162.1%
AMAT vs JD
+31.9%
+1,130.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | -14.7% | +13.4% | -28.1% | -18.1% |
| 30D | -36.1% | +7.7% | -43.8% | -37.7% |
| 3M | -36.9% | -11.3% | -25.6% | -34.9% |
| 6M | -22.2% | -5.1% | -17.0% | -22.0% |
| YTD | +29.9% | +5.0% | +24.9% | +25.6% |
| 1Y | +43.3% | -5.6% | +48.9% | +43.2% |
| 3Y | +142.7% | +17.8% | +124.9% | +112.0% |
| 5Y | +126.2% | -57.2% | +183.4% | +153.6% |
| All | +1,162.1% | +31.9% | +1,130.1% | +766.7% |
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