+54.3%
JD vs AMBA
+160.0%
-105.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -1.7% | -11.0% | +9.3% | +1.0% |
| 30D | -13.2% | -23.2% | +10.0% | -7.7% |
| 3M | -3.2% | -12.7% | +9.5% | -3.1% |
| 6M | +15.2% | +11.2% | +4.0% | +6.7% |
| YTD | +2.0% | -11.2% | +13.2% | -0.9% |
| 1Y | -5.4% | -22.5% | +17.2% | -6.3% |
| 3Y | -9.1% | -1.3% | -7.8% | -20.8% |
| 5Y | -59.6% | -54.2% | -5.4% | -61.0% |
| 10Y | +26.2% | -6.1% | +32.4% | -10.3% |
| All | +54.3% | +160.0% | -105.7% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling