+44.9%
AMZN vs BE
+1,217.4%
-1,172.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | -1.0% | +23.9% | -24.9% | -3.5% |
| 30D | -9.2% | +27.8% | -37.1% | -12.0% |
| 3M | +3.4% | +3.7% | -0.4% | +0.8% |
| 6M | +18.2% | +78.0% | -59.7% | +6.4% |
| YTD | +9.3% | +209.9% | -200.6% | -9.2% |
| 1Y | +5.9% | +389.6% | -383.7% | -19.3% |
| 3Y | +82.6% | +1,730.6% | -1,648.0% | +5.8% |
| 5Y | +44.9% | +1,227.8% | -1,182.9% | -17.1% |
| All | +44.9% | +1,217.4% | -1,172.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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