+565.7%
AMZN vs CAH
+294.8%
+270.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.0% |
| 7D | -0.7% | -5.1% | +4.4% | +0.2% |
| 30D | -3.9% | +0.2% | -4.1% | -4.0% |
| 3M | +6.3% | +6.3% | 0.0% | +5.1% |
| 6M | +20.8% | +9.4% | +11.4% | +18.6% |
| YTD | +11.2% | +15.0% | -3.7% | +8.0% |
| 1Y | +11.7% | +55.4% | -43.8% | +2.1% |
| 3Y | +79.4% | +173.8% | -94.4% | +45.5% |
| 5Y | +48.0% | +395.2% | -347.2% | +5.4% |
| All | +565.7% | +294.8% | +270.8% | +375.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling