+553.0%
AMZN vs ALM
+2,776.7%
-2,223.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | 0.0% |
| 7D | -2.7% | -7.1% | +4.4% | -2.6% |
| 30D | -7.5% | +24.7% | -32.2% | -8.0% |
| 3M | +5.8% | +8.3% | -2.5% | +5.4% |
| 6M | +17.5% | -22.2% | +39.7% | +17.6% |
| YTD | +9.1% | +88.1% | -79.0% | +7.1% |
| 1Y | +9.4% | +272.4% | -263.0% | +5.6% |
| 3Y | +82.2% | +2,004.1% | -1,921.9% | +68.6% |
| 5Y | +45.2% | +915.8% | -870.6% | +35.4% |
| All | +553.0% | +2,776.7% | -2,223.7% | +491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling