+17.8%
JD vs AME
+62.2%
-44.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.1% |
| 7D | +13.4% | -5.2% | +18.5% | +14.4% |
| 30D | +7.7% | -8.0% | +15.7% | +9.3% |
| 3M | -11.3% | -8.9% | -2.4% | -9.9% |
| 6M | -5.1% | -5.0% | -0.2% | -4.8% |
| YTD | +5.0% | +11.9% | -6.8% | +0.5% |
| 1Y | -5.6% | +16.6% | -22.3% | -10.8% |
| 3Y | +17.8% | +62.5% | -44.7% | +4.3% |
| All | +17.8% | +62.2% | -44.5% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling