+565.7%
AMZN vs BG
+166.7%
+399.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.2% |
| 7D | -0.7% | +3.1% | -3.8% | -1.2% |
| 30D | -3.9% | +10.2% | -14.2% | -5.4% |
| 3M | +6.3% | -1.7% | +8.0% | +6.3% |
| 6M | +20.8% | +1.0% | +19.8% | +19.9% |
| YTD | +11.2% | +39.9% | -28.7% | +4.5% |
| 1Y | +11.7% | +53.2% | -41.6% | +2.9% |
| 3Y | +79.4% | +16.3% | +63.2% | +71.4% |
| 5Y | +48.0% | +83.9% | -35.8% | +30.1% |
| All | +565.7% | +166.7% | +399.0% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling