-16.0%
JD vs AMCR
+11.5%
-27.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.6% | -5.0% | +2.4% | -1.7% |
| 30D | -15.4% | -8.0% | -7.4% | -14.2% |
| 3M | -5.0% | +14.3% | -19.3% | -7.7% |
| 6M | +0.9% | +5.3% | -4.4% | -1.1% |
| YTD | -2.5% | +7.7% | -10.2% | -6.2% |
| 1Y | -16.0% | +10.8% | -26.9% | -18.4% |
| All | -16.0% | +11.5% | -27.5% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling