+643.8%
AMZN vs CG
+274.5%
+369.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +2.1% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | +3.4% | +5.7% | -2.3% | +0.9% |
| 3M | +0.1% | -17.9% | +17.9% | +7.0% |
| 6M | +0.6% | -20.2% | +20.8% | +8.2% |
| YTD | +15.9% | -32.0% | +47.9% | +31.2% |
| 1Y | +9.5% | -27.0% | +36.5% | +20.4% |
| 3Y | +86.3% | +42.8% | +43.5% | +49.6% |
| 5Y | +51.7% | -23.4% | +75.2% | +47.3% |
| All | +643.8% | +274.5% | +369.3% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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