+47.3%
AMZN vs APD
+27.6%
+19.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.0% | -2.2% | -0.8% | -2.3% |
| 30D | -5.2% | +2.1% | -7.3% | -5.8% |
| 3M | +1.9% | +7.2% | -5.3% | -0.7% |
| 6M | +19.2% | +11.2% | +8.0% | +14.5% |
| YTD | +12.0% | +24.4% | -12.4% | +3.2% |
| 1Y | +9.7% | +6.7% | +3.0% | +6.5% |
| 3Y | +87.2% | +9.2% | +77.9% | +77.4% |
| All | +47.3% | +27.6% | +19.8% | +8.1% |
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 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