+263,909.3%
AMZN vs AME
+8,615.1%
+255,294.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | -5.2% | -6.7% | +1.5% | -2.0% |
| 3M | +1.9% | +4.1% | -2.2% | -0.8% |
| 6M | +19.2% | +1.6% | +17.6% | +17.2% |
| YTD | +12.0% | +16.1% | -4.1% | +2.6% |
| 1Y | +9.7% | +27.3% | -17.6% | -4.5% |
| 3Y | +87.2% | +50.9% | +36.3% | +48.3% |
| 5Y | +48.7% | +81.4% | -32.7% | +7.5% |
| 10Y | +569.3% | +417.0% | +152.4% | +168.5% |
| All | +263,909.3% | +8,615.1% | +255,294.2% | +25,995.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling