+6.7%
AMZN vs CAH
+38.5%
-31.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.6% | +6.2% |
| 7D | +4.5% | +7.0% | -2.5% | +4.7% |
| 30D | +5.8% | +12.4% | -6.5% | +6.3% |
| 3M | -4.1% | +12.2% | -16.3% | -3.6% |
| 6M | -2.2% | +33.2% | -35.4% | -1.2% |
| YTD | +15.3% | +28.4% | -13.1% | +18.0% |
| 1Y | +6.7% | +35.0% | -28.3% | +8.4% |
| All | +6.7% | +38.5% | -31.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling