+45.2%
AMZN vs AGI
+389.6%
-344.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -2.7% | -5.3% | +2.5% | -2.1% |
| 30D | -7.5% | +6.8% | -14.2% | -8.4% |
| 3M | +5.8% | +8.3% | -2.5% | +4.5% |
| 6M | +17.5% | -29.2% | +46.8% | +21.8% |
| YTD | +9.1% | -7.3% | +16.4% | +8.6% |
| 1Y | +9.4% | +8.0% | +1.3% | +6.0% |
| 3Y | +82.2% | +206.6% | -124.3% | +41.7% |
| 5Y | +45.2% | +398.1% | -352.9% | +0.3% |
| All | +45.2% | +389.6% | -344.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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