+68.7%
AMZN vs COMP
-52.0%
+120.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | +5.0% | +16.6% | -11.6% | +1.8% |
| 3M | +0.6% | -23.5% | +24.1% | +4.4% |
| 6M | -1.3% | +25.7% | -27.0% | -6.4% |
| YTD | +15.5% | -3.4% | +18.9% | +12.6% |
| 1Y | +12.2% | +7.6% | +4.7% | +7.2% |
| 3Y | +87.0% | +423.6% | -336.6% | +24.7% |
| 5Y | +51.3% | -10.6% | +61.9% | +18.2% |
| All | +68.7% | -52.0% | +120.7% | +35.1% |
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