+9.9%
JD vs AMDL
+102.5%
-92.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -17.6% | +19.1% | +2.5% |
| 7D | -4.1% | +37.2% | -41.3% | -6.4% |
| 30D | +4.6% | -24.0% | +28.7% | +4.8% |
| 3M | -4.7% | -1.0% | -3.7% | -7.1% |
| 6M | -17.4% | -3.2% | -14.1% | -21.8% |
| YTD | +0.7% | +232.2% | -231.5% | -19.1% |
| 1Y | -5.9% | +137.7% | -143.6% | -22.0% |
| All | +9.9% | +102.5% | -92.6% | -18.0% |
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