+9.0%
AMZN vs APD
+5.6%
+3.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.8% | -2.5% | +3.3% | +0.7% |
| 30D | -6.4% | -1.9% | -4.5% | -6.4% |
| 3M | +4.8% | +8.2% | -3.4% | +5.0% |
| 6M | +20.5% | +10.7% | +9.8% | +20.8% |
| YTD | +11.3% | +22.9% | -11.6% | +11.5% |
| 1Y | +9.0% | +5.8% | +3.2% | +14.7% |
| All | +9.0% | +5.6% | +3.3% | +14.7% |
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