+32.3%
JD vs AME
+442.0%
-409.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -4.0% | +8.1% | -12.1% | -7.5% |
| 30D | +2.7% | -3.8% | +6.4% | +3.9% |
| 3M | -13.0% | -6.6% | -6.4% | -10.9% |
| 6M | -12.7% | +4.6% | -17.3% | -15.9% |
| YTD | -0.8% | +17.9% | -18.7% | -10.5% |
| 1Y | -8.9% | +23.2% | -32.1% | -19.7% |
| 3Y | +17.0% | +62.9% | -45.9% | -13.4% |
| 5Y | -63.5% | +77.5% | -141.0% | -74.5% |
| All | +32.3% | +442.0% | -409.7% | -44.2% |
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