+1,599.4%
AMZN vs AR
-33.4%
+1,632.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +7.9% | -14.3% | +22.1% | +9.0% |
| 30D | -0.2% | +1.4% | -1.7% | -0.5% |
| 3M | -4.8% | +3.4% | -8.1% | -5.2% |
| 6M | -5.7% | -2.1% | -3.6% | -5.9% |
| YTD | +12.3% | +4.7% | +7.6% | +11.2% |
| 1Y | +6.7% | +10.6% | -3.9% | +5.1% |
| 3Y | +85.6% | +24.6% | +61.0% | +80.2% |
| 5Y | +47.4% | +71.9% | -24.5% | +39.7% |
| 10Y | +586.8% | +46.4% | +540.5% | +589.4% |
| All | +1,599.4% | -33.4% | +1,632.8% | +1,715.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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