+643.8%
AMZN vs ALM
+1,942.8%
-1,299.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.6% |
| 7D | +2.8% | -4.0% | +6.8% | +2.9% |
| 30D | +3.4% | -30.5% | +33.9% | +4.2% |
| 3M | +0.1% | -46.9% | +47.0% | +1.3% |
| 6M | +0.6% | -65.5% | +66.1% | +2.6% |
| YTD | +15.9% | -13.4% | +29.3% | +15.6% |
| 1Y | +9.5% | +9.8% | -0.3% | +8.6% |
| 3Y | +86.3% | +783.1% | -696.8% | +75.7% |
| 5Y | +51.7% | +378.3% | -326.6% | +43.7% |
| All | +643.8% | +1,942.8% | -1,299.0% | +594.2% |
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