+46.7%
AMZN vs JD
-60.8%
+107.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.5% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -5.2% | -13.2% | +8.0% | -2.9% |
| 3M | +1.9% | -3.2% | +5.0% | +2.4% |
| 6M | +19.2% | +15.2% | +4.0% | +16.2% |
| YTD | +12.0% | +2.0% | +10.0% | +11.3% |
| 1Y | +9.7% | -5.4% | +15.1% | +10.2% |
| 3Y | +87.2% | -9.1% | +96.3% | +83.4% |
| All | +46.7% | -60.8% | +107.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 5y: compounded portfolio wealth divided by compounded JD 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…
5y analysis · Full analysis span regression · 6 months rolling