+49.3%
AMZN vs ALM
+441.7%
-392.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.1% | +2.7% |
| 7D | +8.7% | +0.7% | +7.9% | +8.6% |
| 30D | +1.7% | -26.1% | +27.8% | +2.6% |
| 3M | -2.8% | -38.1% | +35.4% | -1.6% |
| 6M | -2.1% | -55.4% | +53.3% | -0.3% |
| YTD | +15.6% | -0.4% | +16.0% | +14.8% |
| 1Y | +9.2% | +25.4% | -16.1% | +7.5% |
| 3Y | +89.9% | +907.8% | -817.9% | +75.0% |
| 5Y | +49.3% | +440.2% | -390.9% | +38.3% |
| All | +49.3% | +441.7% | -392.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling