+45.2%
AMZN vs A
-16.6%
+61.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -2.7% | -4.6% | +1.9% | -0.7% |
| 30D | -7.5% | -4.3% | -3.2% | -5.9% |
| 3M | +5.8% | +8.9% | -3.1% | +1.1% |
| 6M | +17.5% | +24.5% | -7.0% | +4.2% |
| YTD | +9.1% | +5.8% | +3.3% | +4.6% |
| 1Y | +9.4% | +16.2% | -6.9% | -0.5% |
| 3Y | +82.2% | +28.5% | +53.8% | +48.7% |
| 5Y | +45.2% | -16.3% | +61.5% | +43.6% |
| All | +45.2% | -16.6% | +61.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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