-9.7%
JD vs AMDL
+108.7%
-118.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.4% | +3.0% |
| 7D | +9.0% | -30.7% | +39.7% | +9.8% |
| 30D | +5.2% | -43.8% | +49.0% | +6.4% |
| 3M | -15.9% | -24.5% | +8.6% | -15.8% |
| 6M | -7.7% | +44.7% | -52.4% | -13.4% |
| YTD | +0.1% | +204.0% | -203.9% | -12.7% |
| 1Y | -9.7% | +109.1% | -118.8% | -20.8% |
| All | -9.7% | +108.7% | -118.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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