+641.7%
AMZN vs JPM
+481.5%
+160.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +2.8% | +3.5% | -0.7% | +1.6% |
| 30D | +5.0% | +3.3% | +1.7% | +3.7% |
| 3M | +0.6% | -4.2% | +4.8% | +2.1% |
| 6M | -1.3% | +16.4% | -17.7% | -7.0% |
| YTD | +15.5% | +9.5% | +6.0% | +11.0% |
| 1Y | +12.2% | +14.0% | -1.8% | +6.1% |
| 3Y | +87.0% | +153.1% | -66.1% | +33.1% |
| 5Y | +51.3% | +134.9% | -83.6% | +7.6% |
| All | +641.7% | +481.5% | +160.2% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling