+17.6%
JD vs AME
+421.6%
-404.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | +2.8% | -3.6% | -2.1% |
| 30D | -16.0% | -6.3% | -9.8% | -13.5% |
| 3M | -3.2% | +5.4% | -8.6% | -6.2% |
| 6M | +6.1% | +7.4% | -1.4% | +1.4% |
| YTD | -0.1% | +16.2% | -16.3% | -8.4% |
| 1Y | -12.7% | +26.8% | -39.5% | -23.8% |
| 3Y | -6.3% | +57.5% | -63.8% | -28.7% |
| 5Y | -61.3% | +84.8% | -146.2% | -73.3% |
| 10Y | +17.6% | +424.3% | -406.7% | -48.2% |
| All | +17.6% | +421.6% | -404.0% | -48.2% |
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