+76.0%
AMZN vs JBL
+181.3%
-105.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | -7.5% | -15.1% | +7.6% | -4.2% |
| 3M | +5.8% | -14.0% | +19.9% | +8.5% |
| 6M | +17.5% | +20.6% | -3.1% | +9.4% |
| YTD | +9.1% | +32.9% | -23.8% | -1.7% |
| 1Y | +9.4% | +40.5% | -31.2% | -3.7% |
| All | +76.0% | +181.3% | -105.2% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling