+264,716.1%
AMZN vs B
+156.1%
+264,560.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +7.9% | +9.6% | -1.7% | +7.3% |
| 30D | -0.2% | +3.5% | -3.8% | -0.4% |
| 3M | -4.8% | -1.6% | -3.2% | -4.8% |
| 6M | -5.7% | -1.7% | -4.0% | -5.8% |
| YTD | +12.3% | -5.3% | +17.7% | +12.2% |
| 1Y | +6.7% | +27.2% | -20.5% | +4.8% |
| 3Y | +85.6% | +166.1% | -80.6% | +73.6% |
| 5Y | +47.4% | +136.5% | -89.1% | +38.2% |
| 10Y | +586.8% | +172.2% | +414.6% | +536.7% |
| All | +264,716.1% | +156.1% | +264,560.0% | +268,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling