+554.3%
AMZN vs ALM
+3,082.3%
-2,528.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.7% |
| 7D | -1.0% | +3.6% | -4.6% | -1.1% |
| 30D | -9.2% | +33.8% | -43.0% | -9.9% |
| 3M | +3.4% | +14.8% | -11.4% | +2.8% |
| 6M | +18.2% | -7.0% | +25.2% | +17.8% |
| YTD | +9.3% | +108.1% | -98.7% | +7.1% |
| 1Y | +5.9% | +313.8% | -307.8% | +2.1% |
| 3Y | +82.6% | +2,227.6% | -2,145.0% | +68.6% |
| 5Y | +44.9% | +956.6% | -911.8% | +35.0% |
| All | +554.3% | +3,082.3% | -2,528.0% | +491.8% |
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