+53.3%
AMZN vs AA
-11.0%
+64.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.3% |
| 7D | +0.1% | +1.1% | -1.1% | -0.3% |
| 30D | +2.6% | -1.3% | +3.8% | +2.7% |
| 3M | -2.2% | -23.9% | +21.7% | +3.2% |
| 6M | -1.0% | -36.8% | +35.8% | +7.5% |
| YTD | +15.3% | -22.2% | +37.5% | +17.6% |
| 1Y | +6.9% | +10.4% | -3.5% | -0.3% |
| 3Y | +85.4% | +72.0% | +13.4% | +45.8% |
| 5Y | +53.3% | -15.6% | +68.9% | +43.6% |
| All | +53.3% | -11.0% | +64.3% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling