+247.2%
AMAT vs JD
-60.2%
+307.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.9% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -14.8% | -13.2% | -1.6% | -12.1% |
| 3M | -9.3% | -3.2% | -6.1% | -9.1% |
| 6M | +27.4% | +15.2% | +12.2% | +22.0% |
| YTD | +77.6% | +2.0% | +75.6% | +75.0% |
| 1Y | +188.9% | -5.4% | +194.3% | +189.7% |
| 3Y | +202.3% | -9.1% | +211.4% | +194.4% |
| All | +247.2% | -60.2% | +307.4% | +302.1% |
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 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