+45.8%
AMZN vs AG
+65.4%
-19.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +0.8% | +4.5% | -3.7% | +0.2% |
| 30D | -6.4% | +12.9% | -19.2% | -8.0% |
| 3M | +4.8% | +20.9% | -16.2% | +1.7% |
| 6M | +20.5% | -19.5% | +40.1% | +22.2% |
| YTD | +11.3% | +24.8% | -13.5% | +5.2% |
| 1Y | +9.0% | +120.2% | -111.3% | -6.2% |
| 3Y | +85.9% | +279.0% | -193.1% | +38.2% |
| 5Y | +45.8% | +67.9% | -22.1% | +20.9% |
| All | +45.8% | +65.4% | -19.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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