+85.9%
AMZN vs BBWI
-44.4%
+130.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -6.4% | -6.2% | -0.2% | -5.5% |
| 3M | +4.8% | +4.3% | +0.5% | +3.6% |
| 6M | +20.5% | -7.2% | +27.7% | +20.7% |
| YTD | +11.3% | -3.0% | +14.4% | +10.1% |
| 1Y | +9.0% | -30.8% | +39.7% | +14.0% |
| 3Y | +85.9% | -43.4% | +129.3% | +99.7% |
| All | +85.9% | -44.4% | +130.3% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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