+132.8%
AMAT vs JD
+14.9%
+118.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.3% | -16.9% | -14.2% |
| 7D | -24.3% | +11.7% | -36.0% | -26.1% |
| 30D | -39.8% | +8.1% | -47.9% | -40.9% |
| 3M | -40.2% | -12.0% | -28.2% | -38.7% |
| 6M | -22.1% | -3.5% | -18.6% | -22.1% |
| YTD | +24.7% | +3.3% | +21.3% | +22.3% |
| 1Y | +33.3% | -7.4% | +40.7% | +34.2% |
| All | +132.8% | +14.9% | +118.0% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling