+51.4%
JD vs AMBA
+151.8%
-100.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.8% | +3.5% |
| 7D | +9.0% | -8.1% | +17.0% | +11.1% |
| 30D | +5.2% | -10.8% | +16.0% | +7.7% |
| 3M | -15.9% | -25.9% | +10.0% | -10.6% |
| 6M | -7.7% | -13.9% | +6.2% | -9.2% |
| YTD | +0.1% | -14.0% | +14.1% | -2.8% |
| 1Y | -9.7% | -25.7% | +15.9% | -10.1% |
| 3Y | +12.9% | +21.5% | -8.6% | -7.7% |
| 5Y | -60.6% | -68.9% | +8.4% | -58.3% |
| 10Y | +28.4% | +5.2% | +23.2% | -11.3% |
| All | +51.4% | +151.8% | -100.4% | -21.8% |
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