+6.7%
AMZN vs APD
+36.4%
-29.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +6.3% |
| 7D | +4.5% | +3.8% | +0.7% | +4.8% |
| 30D | +5.8% | +14.1% | -8.3% | +6.8% |
| 3M | -4.1% | +8.2% | -12.3% | -3.4% |
| 6M | -2.2% | +7.5% | -9.8% | -1.3% |
| YTD | +15.3% | +31.7% | -16.4% | +16.9% |
| 1Y | +6.7% | +35.1% | -28.4% | +9.1% |
| All | +6.7% | +36.4% | -29.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling