+133.5%
AMT vs JD
+31.1%
+102.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +4.2% | +4.2% | 0.0% | +3.8% |
| 3M | +13.4% | -12.8% | +26.2% | +14.7% |
| 6M | +9.4% | -8.8% | +18.2% | +10.0% |
| YTD | +11.7% | +0.5% | +11.2% | +11.2% |
| 1Y | +7.1% | -8.8% | +15.9% | +7.6% |
| 3Y | +15.1% | +18.6% | -3.5% | +9.9% |
| 5Y | -17.9% | -62.2% | +44.4% | -14.5% |
| 10Y | +133.5% | +32.2% | +101.3% | +109.5% |
| All | +133.5% | +31.1% | +102.5% | +109.5% |
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