+8,520.0%
AMD vs JD
+29.5%
+8,490.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.3% |
| 7D | +44.7% | -4.0% | +48.7% | +46.6% |
| 30D | -3.3% | +2.7% | -6.0% | -4.8% |
| 3M | +21.2% | -13.0% | +34.2% | +26.2% |
| 6M | +30.6% | -12.7% | +43.3% | +34.5% |
| YTD | +173.3% | -0.8% | +174.1% | +169.0% |
| 1Y | +126.1% | -8.9% | +135.0% | +129.5% |
| 3Y | +393.5% | +17.0% | +376.5% | +323.8% |
| 5Y | +295.8% | -63.5% | +359.3% | +391.1% |
| All | +8,520.0% | +29.5% | +8,490.5% | +5,940.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling