+272,232.7%
AMZN vs JBL
+5,214.5%
+267,018.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | +2.8% | +6.3% | -3.5% | +0.6% |
| 30D | +5.0% | -13.5% | +18.4% | +9.8% |
| 3M | +0.6% | -31.3% | +31.9% | +12.7% |
| 6M | -1.3% | -28.4% | +27.2% | +7.7% |
| YTD | +15.5% | +11.6% | +3.9% | +6.4% |
| 1Y | +12.2% | +26.1% | -13.9% | -1.1% |
| 3Y | +87.0% | +97.4% | -10.3% | +35.3% |
| 5Y | +51.3% | +301.0% | -249.7% | -15.5% |
| 10Y | +621.7% | +1,151.1% | -529.4% | +148.8% |
| All | +272,232.7% | +5,214.5% | +267,018.2% | +30,781.5% |
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