-6.7%
JD vs AMDL
+133.6%
-140.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | +5.2% | +5.4% | -0.2% | +4.9% |
| 30D | +4.5% | -36.6% | +41.1% | +5.3% |
| 3M | -15.4% | -1.0% | -14.4% | -16.1% |
| 6M | -6.0% | -12.1% | +6.1% | -8.2% |
| YTD | +2.2% | +215.1% | -213.0% | -11.7% |
| 1Y | -6.7% | +130.4% | -137.0% | -18.7% |
| All | -6.7% | +133.6% | -140.2% | -18.7% |
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