+263,909.3%
AMZN vs JCI
+801.2%
+263,108.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.8% |
| 7D | -3.0% | +3.8% | -6.8% | -4.2% |
| 30D | -5.2% | -5.7% | +0.5% | -3.5% |
| 3M | +1.9% | -1.4% | +3.3% | +1.8% |
| 6M | +19.2% | +4.1% | +15.1% | +16.6% |
| YTD | +12.0% | +21.7% | -9.7% | +3.5% |
| 1Y | +9.7% | +36.1% | -26.5% | -2.5% |
| 3Y | +87.2% | +154.4% | -67.3% | +34.3% |
| 5Y | +48.7% | +112.0% | -63.4% | +12.4% |
| 10Y | +569.3% | +322.2% | +247.1% | +290.6% |
| All | +263,909.3% | +801.2% | +263,108.2% | +61,573.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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