+21.5%
JD vs AMBA
-7.1%
+28.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -1.7% | -11.0% | +9.3% | +1.1% |
| 30D | -13.2% | -23.2% | +10.0% | -7.6% |
| 3M | -3.2% | -12.7% | +9.5% | -3.1% |
| 6M | +15.2% | +11.2% | +4.0% | +6.3% |
| YTD | +2.0% | -11.2% | +13.2% | -1.1% |
| 1Y | -5.4% | -22.5% | +17.2% | -6.4% |
| 3Y | -9.1% | -1.3% | -7.8% | -21.6% |
| 5Y | -59.6% | -54.2% | -5.4% | -61.3% |
| All | +21.5% | -7.1% | +28.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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