+553.0%
AMZN vs BAX
-37.2%
+590.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.7% | -5.4% | +2.7% | -1.3% |
| 30D | -7.5% | -12.4% | +4.9% | -4.3% |
| 3M | +5.8% | +19.1% | -13.3% | +0.7% |
| 6M | +17.5% | +38.6% | -21.1% | +6.9% |
| YTD | +9.1% | +26.7% | -17.6% | +0.7% |
| 1Y | +9.4% | +1.0% | +8.3% | +6.9% |
| 3Y | +82.2% | -33.9% | +116.1% | +94.9% |
| 5Y | +45.2% | -67.0% | +112.3% | +101.1% |
| All | +553.0% | -37.2% | +590.1% | +560.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling