+32.2%
JD vs AMC
-98.7%
+130.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.6% |
| 7D | +0.4% | -2.8% | +3.3% | +0.5% |
| 30D | +4.2% | +14.0% | -9.8% | +4.0% |
| 3M | -12.8% | +42.5% | -55.3% | -13.4% |
| 6M | -8.8% | +142.6% | -151.3% | -10.4% |
| YTD | +0.5% | +119.2% | -118.7% | -1.3% |
| 1Y | -8.8% | +40.7% | -49.5% | -9.8% |
| 3Y | +18.6% | -57.3% | +75.9% | +17.9% |
| 5Y | -62.2% | -99.1% | +36.9% | -61.9% |
| 10Y | +32.2% | -98.7% | +130.9% | +58.9% |
| All | +32.2% | -98.7% | +130.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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