+54.3%
JD vs AME
+394.9%
-340.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -13.2% | -6.7% | -6.5% | -10.2% |
| 3M | -3.2% | +4.1% | -7.3% | -5.8% |
| 6M | +15.2% | +1.6% | +13.6% | +13.0% |
| YTD | +2.0% | +16.1% | -14.2% | -7.0% |
| 1Y | -5.4% | +27.3% | -32.7% | -18.3% |
| 3Y | -9.1% | +50.9% | -60.0% | -30.3% |
| 5Y | -59.6% | +81.4% | -141.0% | -72.5% |
| 10Y | +26.2% | +417.0% | -390.7% | -57.3% |
| All | +54.3% | +394.9% | -340.5% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling