+16.5%
JD vs AMCR
+14.6%
+1.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -4.2% | -6.3% | +2.0% | -2.2% |
| 30D | -14.4% | -7.8% | -6.6% | -12.1% |
| 3M | -3.6% | +7.5% | -11.1% | -6.3% |
| 6M | -0.3% | +2.7% | -3.0% | -2.1% |
| YTD | -2.4% | +6.0% | -8.4% | -5.7% |
| 1Y | -18.5% | +7.8% | -26.3% | -21.9% |
| 3Y | -7.0% | +5.8% | -12.8% | -11.0% |
| 5Y | -61.7% | -11.6% | -50.1% | -61.3% |
| All | +16.5% | +14.6% | +1.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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