+44.9%
AMZN vs BAX
-67.6%
+112.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -1.0% | -5.1% | +4.1% | -0.1% |
| 30D | -9.2% | -12.2% | +2.9% | -7.2% |
| 3M | +3.4% | +21.8% | -18.5% | -0.2% |
| 6M | +18.2% | +36.3% | -18.1% | +11.6% |
| YTD | +9.3% | +27.8% | -18.5% | +3.8% |
| 1Y | +5.9% | -0.1% | +6.0% | +4.8% |
| 3Y | +82.6% | -33.3% | +115.9% | +91.3% |
| 5Y | +44.9% | -67.1% | +112.0% | +84.8% |
| All | +44.9% | -67.6% | +112.4% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling