+58.2%
AMZN vs AUR
-35.0%
+93.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.0% | +11.1% | -12.1% | -2.5% |
| 30D | -9.2% | -6.9% | -2.4% | -8.6% |
| 3M | +3.4% | +5.5% | -2.2% | +2.0% |
| 6M | +18.2% | +41.0% | -22.8% | +10.9% |
| YTD | +9.3% | +69.3% | -59.9% | -0.6% |
| 1Y | +5.9% | +14.0% | -8.1% | +1.4% |
| 3Y | +82.6% | +90.1% | -7.5% | +44.4% |
| 5Y | +44.9% | -34.4% | +79.3% | +12.3% |
| All | +58.2% | -35.0% | +93.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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