+643.8%
AMZN vs BAX
-36.0%
+679.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +3.4% | +3.4% | 0.0% | +2.4% |
| 3M | +0.1% | -4.5% | +4.5% | +1.0% |
| 6M | +0.6% | +44.0% | -43.4% | -9.2% |
| YTD | +15.9% | +34.9% | -19.0% | +5.0% |
| 1Y | +9.5% | +37.9% | -28.4% | -1.5% |
| 3Y | +86.3% | -17.1% | +103.4% | +84.9% |
| 5Y | +51.7% | -64.3% | +116.0% | +105.5% |
| All | +643.8% | -36.0% | +679.9% | +656.2% |
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