+44.9%
AMZN vs BP
+141.6%
-96.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | -1.0% | +4.0% | -5.0% | -1.7% |
| 30D | -9.2% | +7.8% | -17.1% | -10.6% |
| 3M | +3.4% | +8.4% | -5.0% | +1.7% |
| 6M | +18.2% | +15.1% | +3.2% | +14.2% |
| YTD | +9.3% | +36.4% | -27.1% | +1.3% |
| 1Y | +5.9% | +40.9% | -35.0% | -2.9% |
| 3Y | +82.6% | +38.8% | +43.7% | +65.8% |
| 5Y | +44.9% | +141.1% | -96.2% | +13.1% |
| All | +44.9% | +141.6% | -96.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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