+44.9%
AMZN vs JPM
+154.0%
-109.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -9.2% | -1.4% | -7.8% | -8.6% |
| 3M | +3.4% | +13.9% | -10.6% | -4.0% |
| 6M | +18.2% | +23.5% | -5.3% | +4.7% |
| YTD | +9.3% | +11.6% | -2.3% | +2.1% |
| 1Y | +5.9% | +21.4% | -15.4% | -6.1% |
| 3Y | +82.6% | +163.4% | -80.8% | +1.9% |
| 5Y | +44.9% | +152.5% | -107.6% | -25.5% |
| All | +44.9% | +154.0% | -109.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling