+8.3%
JD vs AMDL
+145.7%
-137.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.9% | -13.2% | -2.0% |
| 7D | -4.0% | +103.5% | -107.6% | -8.5% |
| 30D | +2.7% | -18.3% | +21.0% | +2.7% |
| 3M | -13.0% | +20.1% | -33.1% | -16.0% |
| 6M | -12.7% | +15.9% | -28.6% | -18.1% |
| YTD | -0.8% | +303.0% | -303.8% | -21.1% |
| 1Y | -8.9% | +164.0% | -172.9% | -24.6% |
| All | +8.3% | +145.7% | -137.4% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling