+19.2%
AMZN vs CAPR
-64.4%
+83.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.1% |
| 7D | -3.0% | -2.0% | -1.0% | -3.0% |
| 30D | -5.2% | +139.2% | -144.4% | -3.2% |
| 3M | +1.9% | -66.4% | +68.2% | +4.8% |
| 6M | +19.2% | -63.1% | +82.4% | +19.0% |
| All | +19.2% | -64.4% | +83.7% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling