+30.5%
JD vs AMC
-98.7%
+129.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | +13.4% | +2.6% | +10.7% | +13.3% |
| 30D | +7.7% | +9.0% | -1.3% | +7.5% |
| 3M | -11.3% | +22.2% | -33.5% | -11.7% |
| 6M | -5.1% | +91.5% | -96.6% | -6.5% |
| YTD | +5.0% | +101.3% | -96.2% | +3.4% |
| 1Y | -5.6% | +20.8% | -26.4% | -6.5% |
| 3Y | +17.8% | -71.3% | +89.1% | +17.7% |
| 5Y | -57.2% | -99.2% | +42.1% | -56.7% |
| All | +30.5% | -98.7% | +129.2% | +51.1% |
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