+273,029.3%
AMZN vs AA
+37.0%
+272,992.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.8% | +5.3% | -2.5% | +1.4% |
| 30D | +3.4% | -2.3% | +5.7% | +3.9% |
| 3M | +0.1% | -20.8% | +20.9% | +5.6% |
| 6M | +0.6% | -39.8% | +40.4% | +12.2% |
| YTD | +15.9% | -23.3% | +39.2% | +19.5% |
| 1Y | +9.5% | +1.8% | +7.7% | +4.6% |
| 3Y | +86.3% | +69.5% | +16.8% | +47.1% |
| 5Y | +51.7% | -18.0% | +69.7% | +35.8% |
| 10Y | +623.8% | +45.7% | +578.1% | +350.2% |
| All | +273,029.3% | +37.0% | +272,992.3% | +111,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling