+643.8%
AMZN vs CB
+246.5%
+397.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +3.4% | +7.4% | -4.0% | +2.0% |
| 3M | +0.1% | +8.6% | -8.5% | -1.6% |
| 6M | +0.6% | +16.1% | -15.5% | -2.6% |
| YTD | +15.9% | +20.2% | -4.3% | +11.2% |
| 1Y | +9.5% | +27.2% | -17.7% | +3.7% |
| 3Y | +86.3% | +72.7% | +13.6% | +62.9% |
| 5Y | +51.7% | +105.9% | -54.2% | +26.7% |
| All | +643.8% | +246.5% | +397.3% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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