+48.6%
AMZN vs APD
+11.0%
+37.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +7.9% | -3.7% | +11.5% | +9.1% |
| 30D | -0.2% | +9.6% | -9.8% | -2.9% |
| 3M | -4.8% | +1.6% | -6.4% | -5.3% |
| 6M | -5.7% | +2.2% | -7.9% | -6.8% |
| YTD | +12.3% | +25.9% | -13.5% | +3.1% |
| 1Y | +6.7% | +20.1% | -13.4% | -0.7% |
| 3Y | +85.6% | +12.4% | +73.2% | +73.7% |
| All | +48.6% | +11.0% | +37.7% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling