+54.3%
JD vs AMCR
+56.0%
-1.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -13.2% | -4.1% | -9.1% | -12.2% |
| 3M | -3.2% | +21.7% | -24.9% | -8.8% |
| 6M | +15.2% | +1.5% | +13.7% | +13.8% |
| YTD | +2.0% | +13.1% | -11.1% | -2.7% |
| 1Y | -5.4% | +13.0% | -18.4% | -9.8% |
| 3Y | -9.1% | +6.9% | -16.0% | -12.6% |
| 5Y | -59.6% | -10.5% | -49.2% | -59.5% |
| 10Y | +26.2% | +20.9% | +5.4% | +15.4% |
| All | +54.3% | +56.0% | -1.7% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling