+28.9%
JD vs AMC
-98.6%
+127.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.3% | -10.8% | -2.6% |
| 7D | +7.9% | +6.6% | +1.3% | +7.8% |
| 30D | +4.8% | +14.1% | -9.3% | +4.5% |
| 3M | -13.9% | +31.3% | -45.2% | -14.4% |
| 6M | -5.8% | +126.7% | -132.5% | -7.4% |
| YTD | +2.4% | +117.9% | -115.5% | +0.6% |
| 1Y | -7.5% | +41.1% | -48.6% | -8.6% |
| 3Y | +20.9% | -61.0% | +81.8% | +20.4% |
| 5Y | -58.0% | -99.1% | +41.1% | -57.7% |
| 10Y | +28.9% | -98.7% | +127.6% | +52.2% |
| All | +28.9% | -98.6% | +127.5% | +52.2% |
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