+11.8%
JD vs AMDL
+87.1%
-75.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +26.8% | -29.3% | -4.1% |
| 7D | +7.9% | +10.3% | -2.3% | +6.3% |
| 30D | +4.8% | -38.3% | +43.0% | +6.6% |
| 3M | -13.9% | -8.7% | -5.2% | -15.4% |
| 6M | -5.8% | -14.4% | +8.6% | -9.9% |
| YTD | +2.4% | +206.9% | -204.5% | -17.1% |
| 1Y | -7.5% | +144.4% | -151.9% | -24.0% |
| All | +11.8% | +87.1% | -75.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling