+45.8%
AMZN vs CAPR
+87.6%
-41.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | +0.8% | -9.5% | +10.3% | +0.9% |
| 30D | -6.4% | +121.5% | -127.9% | -7.0% |
| 3M | +4.8% | -65.4% | +70.2% | +5.2% |
| 6M | +20.5% | -67.5% | +88.1% | +21.0% |
| YTD | +11.3% | -68.6% | +79.9% | +11.8% |
| 1Y | +9.0% | +42.7% | -33.7% | +5.7% |
| 3Y | +85.9% | +43.4% | +42.5% | +68.6% |
| 5Y | +45.8% | +86.0% | -40.3% | +21.3% |
| All | +45.8% | +87.6% | -41.8% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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