+48.6%
AMZN vs B
+134.6%
-85.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +7.9% | +9.6% | -1.7% | +6.3% |
| 30D | -0.2% | +3.5% | -3.8% | -0.8% |
| 3M | -4.8% | -1.6% | -3.2% | -4.9% |
| 6M | -5.7% | -1.7% | -4.0% | -6.2% |
| YTD | +12.3% | -5.3% | +17.7% | +11.7% |
| 1Y | +6.7% | +27.2% | -20.5% | +0.9% |
| 3Y | +85.6% | +166.1% | -80.6% | +47.4% |
| All | +48.6% | +134.6% | -85.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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