+56.4%
JD vs AMC
-98.1%
+154.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -12.5% | +15.8% | +3.5% |
| 7D | +11.7% | 0.0% | +11.7% | +11.7% |
| 30D | +8.1% | +4.4% | +3.7% | +7.9% |
| 3M | -12.0% | +15.4% | -27.3% | -12.3% |
| 6M | -3.5% | +93.7% | -97.2% | -5.2% |
| YTD | +3.3% | +97.4% | -94.1% | +1.4% |
| 1Y | -7.4% | +23.2% | -30.6% | -8.4% |
| 3Y | +16.6% | -71.3% | +87.9% | +16.8% |
| 5Y | -57.9% | -99.3% | +41.4% | -56.9% |
| 10Y | +32.6% | -98.7% | +131.3% | +68.8% |
| All | +56.4% | -98.1% | +154.5% | +66.6% |
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