+177.4%
AMZN vs BE
+1,252.2%
-1,074.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.5% | -0.8% |
| 7D | -3.0% | +20.0% | -22.9% | -4.6% |
| 30D | -5.2% | +7.9% | -13.1% | -6.1% |
| 3M | +1.9% | -13.2% | +15.1% | +1.5% |
| 6M | +19.2% | +53.5% | -34.2% | +11.3% |
| YTD | +12.0% | +191.0% | -179.0% | -2.3% |
| 1Y | +9.7% | +360.5% | -350.8% | -10.2% |
| 3Y | +87.2% | +1,568.0% | -1,480.8% | +27.5% |
| 5Y | +48.7% | +1,055.2% | -1,006.5% | +1.7% |
| All | +177.4% | +1,252.2% | -1,074.8% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling