+262,336.6%
AMZN vs CAH
+2,002.6%
+260,333.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -6.4% | +1.7% | -8.1% | -6.9% |
| 3M | +4.8% | +17.9% | -13.1% | -0.6% |
| 6M | +20.5% | +10.9% | +9.6% | +16.1% |
| YTD | +11.3% | +17.9% | -6.5% | +4.7% |
| 1Y | +9.0% | +61.7% | -52.7% | -8.0% |
| 3Y | +85.9% | +183.7% | -97.8% | +28.9% |
| 5Y | +45.8% | +401.3% | -355.6% | -17.4% |
| 10Y | +555.5% | +293.7% | +261.8% | +268.0% |
| All | +262,336.6% | +2,002.6% | +260,333.9% | +72,853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling