+1,595.6%
AMZN vs JD
+48.3%
+1,547.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.6% |
| 7D | -3.0% | -1.7% | -1.3% | -2.6% |
| 30D | -5.2% | -13.2% | +8.0% | -2.1% |
| 3M | +1.9% | -3.2% | +5.0% | +2.5% |
| 6M | +19.2% | +15.2% | +4.0% | +14.9% |
| YTD | +12.0% | +2.0% | +10.0% | +10.9% |
| 1Y | +9.7% | -5.4% | +15.1% | +10.2% |
| 3Y | +87.2% | -9.1% | +96.3% | +79.9% |
| 5Y | +48.7% | -59.6% | +108.3% | +62.9% |
| 10Y | +569.3% | +26.2% | +543.1% | +391.2% |
| All | +1,595.6% | +48.3% | +1,547.4% | +1,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling