+76.4%
AMZN vs AA
+82.1%
-5.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -9.2% | -1.6% | -7.7% | -9.2% |
| 3M | +3.4% | -29.8% | +33.2% | +9.3% |
| 6M | +18.2% | -16.6% | +34.8% | +20.0% |
| YTD | +9.3% | -4.0% | +13.4% | +7.1% |
| 1Y | +5.9% | +63.5% | -57.6% | -8.1% |
| All | +76.4% | +82.1% | -5.7% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling