+18.9%
JD vs AME
+64.2%
-45.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.1% | +5.9% | -10.0% | -5.2% |
| 30D | +4.6% | -1.9% | +6.5% | +4.8% |
| 3M | -4.7% | -5.4% | +0.6% | -3.8% |
| 6M | -17.4% | +4.9% | -22.3% | -18.9% |
| YTD | +0.7% | +18.5% | -17.7% | -4.8% |
| 1Y | -5.9% | +25.5% | -31.3% | -12.5% |
| 3Y | +18.9% | +63.0% | -44.1% | +4.0% |
| All | +18.9% | +64.2% | -45.4% | +4.0% |
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