+45.8%
AMZN vs ALM
+1,033.0%
-987.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.9% |
| 7D | +0.8% | +8.4% | -7.6% | +0.6% |
| 30D | -6.4% | +34.8% | -41.2% | -7.3% |
| 3M | +4.8% | +16.2% | -11.4% | +4.0% |
| 6M | +20.5% | +2.1% | +18.4% | +19.6% |
| YTD | +11.3% | +117.0% | -105.7% | +8.1% |
| 1Y | +9.0% | +313.9% | -304.9% | +3.6% |
| 3Y | +85.9% | +2,327.9% | -2,242.0% | +65.8% |
| 5Y | +45.8% | +1,040.6% | -994.9% | +31.2% |
| All | +45.8% | +1,033.0% | -987.3% | +31.2% |
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 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