+56.4%
JD vs AMBA
+128.1%
-71.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.4% | +12.7% | +5.5% |
| 7D | +11.7% | -14.6% | +26.3% | +15.7% |
| 30D | +8.1% | -18.8% | +26.9% | +12.8% |
| 3M | -12.0% | -32.6% | +20.6% | -4.6% |
| 6M | -3.5% | -25.8% | +22.3% | -1.8% |
| YTD | +3.3% | -22.1% | +25.5% | +2.5% |
| 1Y | -7.4% | -36.2% | +28.8% | -4.4% |
| 3Y | +16.6% | +10.0% | +6.6% | -2.7% |
| 5Y | -57.9% | -71.6% | +13.7% | -54.6% |
| 10Y | +32.6% | -4.7% | +37.3% | -6.4% |
| All | +56.4% | +128.1% | -71.7% | -17.6% |
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 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