+323.2%
AMGN vs JD
+31.1%
+292.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | +12.1% | +4.2% | +7.9% | +11.7% |
| 3M | +13.6% | -12.8% | +26.4% | +14.9% |
| 6M | +43.9% | -8.8% | +52.7% | +44.8% |
| YTD | +45.9% | +0.5% | +45.4% | +45.4% |
| 1Y | +42.1% | -8.8% | +50.9% | +42.8% |
| 3Y | +91.6% | +18.6% | +73.0% | +84.4% |
| 5Y | +158.5% | -62.2% | +220.8% | +171.3% |
| 10Y | +323.2% | +32.2% | +291.0% | +272.8% |
| All | +323.2% | +31.1% | +292.1% | +272.8% |
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