+11.7%
AMZN vs JBL
+47.2%
-35.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.3% |
| 7D | -0.7% | +2.4% | -3.1% | -1.0% |
| 30D | -3.9% | -13.1% | +9.2% | -2.3% |
| 3M | +6.3% | -15.6% | +21.9% | +7.9% |
| 6M | +20.8% | +24.6% | -3.8% | +14.6% |
| YTD | +11.2% | +39.6% | -28.4% | +4.1% |
| 1Y | +11.7% | +48.6% | -36.9% | +1.8% |
| All | +11.7% | +47.2% | -35.5% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling