-1.3%
AMZN vs JBL
-29.1%
+27.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +2.8% | +6.3% | -3.5% | +2.3% |
| 30D | +5.0% | -13.5% | +18.4% | +6.0% |
| 3M | +0.6% | -31.3% | +31.9% | +2.9% |
| 6M | -1.3% | -28.4% | +27.2% | -2.6% |
| All | -1.3% | -29.1% | +27.8% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling