+32.5%
JD vs AMBA
+4.3%
+28.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.3% |
| 7D | +5.2% | -2.6% | +7.8% | +5.5% |
| 30D | +4.5% | -10.5% | +15.0% | +6.7% |
| 3M | -15.4% | -26.4% | +11.0% | -10.0% |
| 6M | -6.0% | -20.9% | +14.9% | -5.9% |
| YTD | +2.2% | -14.8% | +17.0% | -1.1% |
| 1Y | -6.7% | -36.1% | +29.4% | -3.4% |
| 3Y | +20.5% | +20.2% | +0.3% | -3.1% |
| 5Y | -58.4% | -67.2% | +8.8% | -56.8% |
| 10Y | +32.5% | +5.0% | +27.5% | -15.6% |
| All | +32.5% | +4.3% | +28.1% | -15.6% |
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