+32.3%
JD vs AMBA
+0.6%
+31.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -4.0% | +10.7% | -14.7% | -6.5% |
| 30D | +2.7% | -5.0% | +7.7% | +3.3% |
| 3M | -13.0% | -26.9% | +13.9% | -7.3% |
| 6M | -12.7% | -21.9% | +9.2% | -12.2% |
| YTD | -0.8% | -13.8% | +13.0% | -4.2% |
| 1Y | -8.9% | -36.1% | +27.2% | -5.7% |
| 3Y | +17.0% | +21.6% | -4.6% | -6.2% |
| 5Y | -63.5% | -68.8% | +5.3% | -61.6% |
| All | +32.3% | +0.6% | +31.7% | -14.5% |
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