+11.3%
JD vs AMDL
+95.0%
-83.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | +1.2% |
| 7D | -1.7% | +4.5% | -6.2% | -2.0% |
| 30D | -13.2% | -4.4% | -8.8% | -13.1% |
| 3M | -3.2% | -30.5% | +27.3% | -2.9% |
| 6M | +15.2% | +300.9% | -285.7% | -5.5% |
| YTD | +2.0% | +219.9% | -218.0% | -15.9% |
| 1Y | -5.4% | +374.7% | -380.1% | -27.6% |
| All | +11.3% | +95.0% | -83.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling