-9.3%
JD vs AMRZ
-17.3%
+8.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.7% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | -16.0% | -9.8% | -6.2% | -15.3% |
| 3M | -3.2% | -17.2% | +14.0% | -1.8% |
| 6M | +6.1% | -26.9% | +33.0% | +9.2% |
| YTD | -0.1% | -21.5% | +21.4% | +1.1% |
| 1Y | -12.7% | -22.9% | +10.1% | -12.3% |
| All | -9.3% | -17.3% | +8.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling