+2,554.9%
AMAT vs JD
+48.3%
+2,506.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.8% |
| 7D | -1.5% | -1.7% | +0.2% | -1.0% |
| 30D | -14.8% | -13.2% | -1.6% | -11.5% |
| 3M | -9.3% | -3.2% | -6.1% | -9.0% |
| 6M | +27.4% | +15.2% | +12.2% | +20.7% |
| YTD | +77.6% | +2.0% | +75.6% | +74.3% |
| 1Y | +188.9% | -5.4% | +194.3% | +189.5% |
| 3Y | +202.3% | -9.1% | +211.4% | +189.9% |
| 5Y | +248.9% | -59.6% | +308.5% | +292.4% |
| 10Y | +1,585.2% | +26.2% | +1,559.0% | +1,188.3% |
| All | +2,554.9% | +48.3% | +2,506.6% | +1,838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling