+59.0%
JD vs AME
+376.7%
-317.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.4% |
| 7D | +13.4% | -5.2% | +18.5% | +15.9% |
| 30D | +7.7% | -8.0% | +15.7% | +11.6% |
| 3M | -11.3% | -8.9% | -2.4% | -7.9% |
| 6M | -5.1% | -5.0% | -0.2% | -4.2% |
| YTD | +5.0% | +11.9% | -6.8% | -3.2% |
| 1Y | -5.6% | +16.6% | -22.3% | -15.1% |
| 3Y | +17.8% | +62.5% | -44.7% | -14.5% |
| 5Y | -57.2% | +67.6% | -124.8% | -69.7% |
| 10Y | +34.8% | +450.4% | -415.6% | -57.0% |
| All | +59.0% | +376.7% | -317.7% | -45.7% |
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