+48.5%
AMZN vs ALL
+115.3%
-66.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.3% |
| 30D | -3.9% | -0.4% | -3.5% | -3.9% |
| 3M | +6.3% | +16.0% | -9.7% | +3.3% |
| 6M | +20.8% | +24.6% | -3.8% | +15.5% |
| YTD | +11.2% | +23.7% | -12.4% | +6.5% |
| 1Y | +11.7% | +27.7% | -16.1% | +6.0% |
| 3Y | +79.4% | +150.2% | -70.8% | +41.4% |
| All | +48.5% | +115.3% | -66.7% | +25.7% |
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