+47.3%
AMZN vs B
+153.8%
-106.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.2% |
| 7D | -3.0% | -1.6% | -1.4% | -2.8% |
| 30D | -5.2% | +9.4% | -14.6% | -6.6% |
| 3M | +1.9% | +5.0% | -3.1% | +0.7% |
| 6M | +19.2% | -3.5% | +22.8% | +19.0% |
| YTD | +12.0% | +4.5% | +7.5% | +9.9% |
| 1Y | +9.7% | +67.8% | -58.1% | -1.2% |
| 3Y | +87.2% | +196.7% | -109.5% | +47.3% |
| All | +47.3% | +153.8% | -106.5% | +12.5% |
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