-63.5%
JD vs AMC
-99.2%
+35.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -4.0% | +8.4% | -12.5% | -4.7% |
| 30D | +2.7% | +9.2% | -6.5% | +1.7% |
| 3M | -13.0% | +32.0% | -45.0% | -15.4% |
| 6M | -12.7% | +149.3% | -162.0% | -20.7% |
| YTD | -0.8% | +114.1% | -114.9% | -9.4% |
| 1Y | -8.9% | +35.8% | -44.7% | -13.6% |
| 3Y | +17.0% | -58.3% | +75.3% | +16.3% |
| 5Y | -63.5% | -99.2% | +35.7% | -55.5% |
| All | -63.5% | -99.2% | +35.7% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling