+265,645.5%
AMZN vs JBHT
+7,920.5%
+257,725.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.9% |
| 7D | +6.7% | -1.4% | +8.1% | +7.3% |
| 30D | +1.5% | -3.1% | +4.6% | +2.5% |
| 3M | -4.6% | -19.5% | +15.0% | +2.2% |
| 6M | -4.9% | -9.6% | +4.7% | -3.1% |
| YTD | +12.7% | +13.3% | -0.6% | +5.0% |
| 1Y | +4.0% | +29.7% | -25.7% | -7.9% |
| 3Y | +87.7% | +28.3% | +59.4% | +61.6% |
| 5Y | +47.9% | +18.5% | +29.4% | +29.8% |
| 10Y | +589.3% | +198.1% | +391.1% | +305.3% |
| All | +265,645.5% | +7,920.5% | +257,725.0% | +46,991.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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