-61.6%
JD vs AMCR
-10.2%
-51.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -1.3% |
| 7D | -3.0% | -6.3% | +3.3% | -0.3% |
| 30D | -19.3% | -7.1% | -12.2% | -16.8% |
| 3M | -6.0% | +12.7% | -18.7% | -11.5% |
| 6M | +1.8% | +5.2% | -3.4% | -1.7% |
| YTD | -2.6% | +8.1% | -10.6% | -8.2% |
| 1Y | -17.4% | +11.7% | -29.2% | -23.8% |
| 3Y | -8.6% | +9.9% | -18.5% | -17.7% |
| 5Y | -61.6% | -8.7% | -52.9% | -61.9% |
| All | -61.6% | -10.2% | -51.4% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling