+14.6%
JD vs AMDL
+47.6%
-33.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +22.3% | -20.6% | +0.3% |
| 7D | +13.4% | -26.2% | +39.6% | +14.6% |
| 30D | +7.7% | -57.1% | +64.8% | +12.4% |
| 3M | -11.3% | -29.8% | +18.6% | -11.2% |
| 6M | -5.1% | -22.2% | +17.1% | -9.2% |
| YTD | +5.0% | +142.1% | -137.1% | -13.5% |
| 1Y | -5.6% | +85.8% | -91.5% | -20.8% |
| All | +14.6% | +47.6% | -33.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling