+71.4%
AMZN vs COMP
-53.0%
+124.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +2.7% |
| 7D | +8.0% | +7.2% | +0.9% | +6.6% |
| 30D | +3.2% | +6.4% | -3.2% | +1.7% |
| 3M | -2.6% | -19.4% | +16.8% | +0.2% |
| 6M | -0.7% | +14.6% | -15.2% | -4.3% |
| YTD | +17.4% | -5.5% | +22.8% | +14.8% |
| 1Y | +9.0% | +13.7% | -4.6% | +3.1% |
| 3Y | +88.7% | +409.7% | -321.0% | +26.4% |
| 5Y | +55.6% | -17.0% | +72.6% | +22.2% |
| All | +71.4% | -53.0% | +124.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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