+629.7%
AMZN vs ALM
+2,040.7%
-1,411.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.7% | +1.6% |
| 7D | +8.0% | -6.3% | +14.4% | +8.2% |
| 30D | +3.2% | -31.4% | +34.6% | +4.1% |
| 3M | -2.6% | -40.6% | +38.0% | -1.6% |
| 6M | -0.7% | -58.6% | +58.0% | +0.9% |
| YTD | +17.4% | -7.6% | +25.0% | +16.9% |
| 1Y | +9.0% | +13.8% | -4.8% | +8.0% |
| 3Y | +88.7% | +842.1% | -753.4% | +77.7% |
| 5Y | +55.6% | +407.4% | -351.8% | +47.1% |
| 10Y | +629.7% | +2,079.4% | -1,449.7% | +579.0% |
| All | +629.7% | +2,040.7% | -1,411.0% | +579.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling