-11.5%
JD vs AMRZ
-19.2%
+7.7%
-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% | -0.1% | -2.2% |
| 7D | -3.0% | -4.7% | +1.7% | -2.6% |
| 30D | -19.3% | -11.3% | -8.1% | -18.5% |
| 3M | -6.0% | -22.1% | +16.0% | -4.0% |
| 6M | +1.8% | -29.6% | +31.4% | +5.2% |
| YTD | -2.6% | -23.3% | +20.7% | -1.2% |
| 1Y | -17.4% | -23.7% | +6.3% | -16.9% |
| All | -11.5% | -19.2% | +7.7% | -12.2% |
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