+17.8%
JD vs AMBA
+16.7%
+1.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.7% |
| 7D | +13.4% | -7.2% | +20.6% | +14.4% |
| 30D | +7.7% | -10.4% | +18.1% | +9.1% |
| 3M | -11.3% | -30.1% | +18.8% | -6.8% |
| 6M | -5.1% | -22.4% | +17.3% | -4.7% |
| YTD | +5.0% | -17.3% | +22.4% | +3.1% |
| 1Y | -5.6% | -35.4% | +29.7% | -3.4% |
| 3Y | +17.8% | +18.6% | -0.9% | -1.5% |
| All | +17.8% | +16.7% | +1.0% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling