+262,336.6%
AMZN vs JBL
+6,428.5%
+255,908.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.8% | +4.4% | -3.6% | -0.7% |
| 30D | -6.4% | -8.4% | +2.1% | -4.0% |
| 3M | +4.8% | -14.2% | +19.0% | +8.8% |
| 6M | +20.5% | +29.6% | -9.1% | +7.6% |
| YTD | +11.3% | +37.1% | -25.7% | -3.4% |
| 1Y | +9.0% | +49.5% | -40.5% | -9.0% |
| 3Y | +85.9% | +192.7% | -106.8% | +17.7% |
| 5Y | +45.8% | +411.3% | -365.6% | -24.5% |
| 10Y | +555.5% | +1,447.6% | -892.1% | +112.0% |
| All | +262,336.6% | +6,428.5% | +255,908.1% | +27,929.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling