+1,676.7%
AMZN vs JD
+48.6%
+1,628.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.0% | +5.2% | +2.8% | +6.7% |
| 30D | +3.2% | +4.5% | -1.3% | +2.1% |
| 3M | -2.6% | -15.4% | +12.8% | +1.1% |
| 6M | -0.7% | -6.0% | +5.4% | +0.4% |
| YTD | +17.4% | +2.2% | +15.2% | +16.0% |
| 1Y | +9.0% | -6.7% | +15.7% | +10.1% |
| 3Y | +88.7% | +20.5% | +68.1% | +69.0% |
| 5Y | +55.6% | -58.4% | +114.0% | +69.7% |
| 10Y | +629.7% | +32.5% | +597.3% | +429.5% |
| All | +1,676.7% | +48.6% | +1,628.2% | +1,169.0% |
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 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