+44.9%
AMZN vs BWA
+89.5%
-44.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -9.2% | -5.6% | -3.7% | -7.9% |
| 3M | +3.4% | -10.7% | +14.1% | +6.3% |
| 6M | +18.2% | +23.2% | -4.9% | +9.3% |
| YTD | +9.3% | +46.0% | -36.6% | -6.6% |
| 1Y | +5.9% | +51.2% | -45.2% | -11.1% |
| 3Y | +82.6% | +69.6% | +13.0% | +41.6% |
| 5Y | +44.9% | +86.6% | -41.7% | -1.8% |
| All | +44.9% | +89.5% | -44.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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