+54.3%
JD vs AMC
-98.3%
+152.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | +1.8% |
| 7D | -1.7% | +2.3% | -4.0% | -1.7% |
| 30D | -13.2% | -0.7% | -12.4% | -13.2% |
| 3M | -3.2% | +35.2% | -38.4% | -4.0% |
| 6M | +15.2% | +124.6% | -109.3% | +12.9% |
| YTD | +2.0% | +69.9% | -67.9% | +0.4% |
| 1Y | -5.4% | -2.6% | -2.8% | -5.9% |
| 3Y | -9.1% | -79.8% | +70.7% | -8.6% |
| 5Y | -59.6% | -99.4% | +39.8% | -58.5% |
| 10Y | +26.2% | -98.9% | +125.1% | +59.7% |
| All | +54.3% | -98.3% | +152.7% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling