+11.7%
AMZN vs CMG
-6.5%
+18.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -3.9% | +10.9% | -14.8% | -5.4% |
| 3M | +6.3% | +15.8% | -9.5% | +2.8% |
| 6M | +20.8% | +6.9% | +13.8% | +18.2% |
| YTD | +11.2% | -2.2% | +13.4% | +10.3% |
| 1Y | +11.7% | -7.1% | +18.8% | +13.3% |
| All | +11.7% | -6.5% | +18.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling