+1,425.2%
AMAT vs JD
+31.1%
+1,394.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.5% |
| 7D | +7.0% | +0.4% | +6.5% | +6.5% |
| 30D | -20.6% | +4.2% | -24.8% | -21.9% |
| 3M | -24.8% | -12.8% | -12.0% | -22.1% |
| 6M | -10.7% | -8.8% | -2.0% | -9.5% |
| YTD | +54.3% | +0.5% | +53.8% | +51.0% |
| 1Y | +73.7% | -8.8% | +82.5% | +75.3% |
| 3Y | +168.4% | +18.6% | +149.8% | +133.4% |
| 5Y | +167.6% | -62.2% | +229.8% | +215.0% |
| 10Y | +1,425.2% | +32.2% | +1,393.0% | +958.8% |
| All | +1,425.2% | +31.1% | +1,394.1% | +958.8% |
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