+1,759.4%
AMZN vs ALM
+7,705.7%
-5,946.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | -3.0% | -2.6% | -0.4% | -3.0% |
| 30D | -5.2% | +32.0% | -37.2% | -5.3% |
| 3M | +1.9% | -15.0% | +16.9% | +1.9% |
| 6M | +19.2% | -10.1% | +29.4% | +19.2% |
| YTD | +12.0% | +99.4% | -87.4% | +11.7% |
| 1Y | +9.7% | +316.4% | -306.7% | +9.1% |
| 3Y | +87.2% | +2,022.0% | -1,934.8% | +85.1% |
| 5Y | +48.7% | +941.2% | -892.5% | +47.2% |
| 10Y | +569.3% | +2,950.3% | -2,381.0% | +559.5% |
| All | +1,759.4% | +7,705.7% | -5,946.4% | +1,705.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling