+85.9%
AMZN vs BAX
-32.5%
+118.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.1% |
| 30D | -6.4% | -9.7% | +3.3% | -5.3% |
| 3M | +4.8% | +29.3% | -24.5% | +1.8% |
| 6M | +20.5% | +40.7% | -20.1% | +15.8% |
| YTD | +11.3% | +30.3% | -18.9% | +7.5% |
| 1Y | +9.0% | +3.4% | +5.6% | +7.7% |
| 3Y | +85.9% | -32.0% | +117.9% | +95.5% |
| All | +85.9% | -32.5% | +118.4% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling