+32.5%
JD vs AME
+438.4%
-405.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | -4.1% | +9.3% | +6.8% |
| 30D | +4.5% | -4.1% | +8.6% | +5.9% |
| 3M | -15.4% | -5.6% | -9.8% | -13.9% |
| 6M | -6.0% | +2.8% | -8.9% | -8.7% |
| YTD | +2.2% | +16.6% | -14.4% | -7.3% |
| 1Y | -6.7% | +21.1% | -27.7% | -17.0% |
| 3Y | +20.5% | +61.1% | -40.6% | -10.3% |
| 5Y | -58.4% | +76.6% | -135.0% | -70.9% |
| 10Y | +32.5% | +431.3% | -398.8% | -43.8% |
| All | +32.5% | +438.4% | -405.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling