+126.7%
AMAT vs JD
-58.0%
+184.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | -14.7% | +13.4% | -28.1% | -17.2% |
| 30D | -36.1% | +7.7% | -43.8% | -37.3% |
| 3M | -36.9% | -11.3% | -25.6% | -35.4% |
| 6M | -22.2% | -5.1% | -17.0% | -21.9% |
| YTD | +29.9% | +5.0% | +24.9% | +26.9% |
| 1Y | +43.3% | -5.6% | +48.9% | +43.4% |
| 3Y | +142.7% | +17.8% | +124.9% | +122.6% |
| All | +126.7% | -58.0% | +184.7% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling