+1,315.3%
AMAT vs JD
+31.7%
+1,283.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -2.5% | +13.9% | +12.1% |
| 7D | -1.1% | +7.9% | -9.0% | -3.6% |
| 30D | -26.9% | +4.8% | -31.7% | -28.2% |
| 3M | -31.2% | -13.9% | -17.3% | -28.5% |
| 6M | -14.7% | -5.8% | -8.9% | -14.4% |
| YTD | +44.7% | +2.4% | +42.3% | +40.9% |
| 1Y | +62.0% | -7.5% | +69.5% | +62.8% |
| 3Y | +165.0% | +20.9% | +144.1% | +129.1% |
| 5Y | +147.1% | -58.0% | +205.1% | +178.3% |
| 10Y | +1,315.3% | +28.9% | +1,286.4% | +878.1% |
| All | +1,315.3% | +31.7% | +1,283.6% | +878.1% |
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