+48.6%
AMZN vs ALL
+143.1%
-94.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | +0.3% |
| 7D | +7.9% | -1.9% | +9.8% | +8.2% |
| 30D | -0.2% | +13.8% | -14.0% | -2.4% |
| 3M | -4.8% | -7.0% | +2.2% | -3.7% |
| 6M | -5.7% | +18.0% | -23.7% | -9.0% |
| YTD | +12.3% | +24.2% | -11.9% | +7.2% |
| 1Y | +6.7% | +31.2% | -24.5% | +0.5% |
| 3Y | +85.6% | +107.5% | -22.0% | +52.7% |
| All | +48.6% | +143.1% | -94.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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