-7.0%
JD vs AMRZ
-15.6%
+8.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -2.7% |
| 7D | +7.9% | -1.1% | +9.0% | +8.0% |
| 30D | +4.8% | +18.3% | -13.5% | +3.1% |
| 3M | -13.9% | -8.0% | -6.0% | -13.5% |
| 6M | -5.8% | -18.7% | +12.9% | -4.3% |
| YTD | +2.4% | -19.8% | +22.3% | +3.3% |
| 1Y | -7.5% | -12.3% | +4.8% | -8.0% |
| All | -7.0% | -15.6% | +8.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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