+32.1%
JD vs AMIX
-99.9%
+132.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.9% |
| 7D | -1.7% | -13.7% | +12.1% | -1.6% |
| 30D | -13.2% | -62.1% | +48.9% | -13.1% |
| 3M | -3.2% | -46.2% | +43.0% | -3.2% |
| 6M | +15.2% | -46.4% | +61.7% | +15.3% |
| YTD | +2.0% | -60.3% | +62.2% | +2.1% |
| 1Y | -5.4% | -79.7% | +74.3% | -5.1% |
| All | +32.1% | -99.9% | +132.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling