+2,056.8%
AMAT vs JD
+45.5%
+2,011.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -4.1% |
| 7D | -11.2% | +9.0% | -20.2% | -13.4% |
| 30D | -31.9% | +5.2% | -37.1% | -33.0% |
| 3M | -32.3% | -15.9% | -16.5% | -29.2% |
| 6M | -5.4% | -7.7% | +2.3% | -4.3% |
| YTD | +44.3% | +0.1% | +44.2% | +42.0% |
| 1Y | +61.4% | -9.7% | +71.1% | +63.7% |
| 3Y | +170.6% | +12.9% | +157.7% | +143.1% |
| 5Y | +156.4% | -60.6% | +217.0% | +190.8% |
| 10Y | +1,356.4% | +28.4% | +1,328.0% | +1,010.6% |
| All | +2,056.8% | +45.5% | +2,011.3% | +1,478.9% |
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