+94.2%
AMT vs JD
+21.4%
+72.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.2% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | +4.6% | -13.2% | +17.8% | +5.9% |
| 3M | -8.4% | -3.2% | -5.3% | -8.3% |
| 6M | -6.0% | +15.2% | -21.3% | -7.5% |
| YTD | +2.1% | +2.0% | +0.1% | +1.6% |
| 1Y | -6.4% | -5.4% | -1.0% | -6.4% |
| 3Y | +8.1% | -9.1% | +17.2% | +6.0% |
| 5Y | -31.9% | -59.6% | +27.7% | -29.8% |
| All | +94.2% | +21.4% | +72.8% | +68.9% |
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 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