+76.4%
AMZN vs AME
+55.9%
+20.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.0% | +1.3% | -2.3% | -1.6% |
| 30D | -9.2% | -6.6% | -2.7% | -6.5% |
| 3M | +3.4% | +3.0% | +0.4% | +1.1% |
| 6M | +18.2% | +5.3% | +12.9% | +13.9% |
| YTD | +9.3% | +15.4% | -6.1% | -0.2% |
| 1Y | +5.9% | +26.8% | -20.9% | -8.4% |
| All | +76.4% | +55.9% | +20.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling