+565.7%
AMZN vs JBL
+1,558.3%
-992.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -1.4% |
| 30D | -3.9% | -13.1% | +9.2% | 0.0% |
| 3M | +6.3% | -15.6% | +21.9% | +10.7% |
| 6M | +20.8% | +24.6% | -3.8% | +9.8% |
| YTD | +11.2% | +39.6% | -28.4% | -3.4% |
| 1Y | +11.7% | +48.6% | -36.9% | -5.7% |
| 3Y | +79.4% | +197.3% | -117.8% | +14.5% |
| 5Y | +48.0% | +413.0% | -364.9% | -23.0% |
| All | +565.7% | +1,558.3% | -992.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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