-1.0%
AMZN vs AA
-35.6%
+34.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.0% |
| 7D | +0.1% | +1.1% | -1.1% | -0.1% |
| 30D | +2.6% | -1.3% | +3.8% | +2.4% |
| 3M | -2.2% | -23.9% | +21.7% | -1.3% |
| 6M | -1.0% | -36.8% | +35.8% | -0.6% |
| All | -1.0% | -35.6% | +34.5% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling