-62.4%
JD vs AME
+77.7%
-140.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.1% | +5.9% | -10.0% | -6.2% |
| 30D | +4.6% | -1.9% | +6.5% | +4.9% |
| 3M | -4.7% | -5.4% | +0.6% | -3.3% |
| 6M | -17.4% | +4.9% | -22.3% | -20.1% |
| YTD | +0.7% | +18.5% | -17.7% | -8.4% |
| 1Y | -5.9% | +25.5% | -31.3% | -16.8% |
| 3Y | +18.9% | +63.0% | -44.1% | -12.4% |
| All | -62.4% | +77.7% | -140.1% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling