+48.6%
AMZN vs COMP
-17.6%
+66.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.1% | -2.2% |
| 7D | +7.9% | +13.4% | -5.6% | +5.4% |
| 30D | -0.2% | +11.1% | -11.3% | -2.5% |
| 3M | -4.8% | -18.8% | +14.1% | -1.9% |
| 6M | -5.7% | +10.5% | -16.2% | -8.7% |
| YTD | +12.3% | -3.4% | +15.7% | +9.4% |
| 1Y | +6.7% | +19.7% | -13.0% | -0.2% |
| 3Y | +85.6% | +381.6% | -296.0% | +22.8% |
| All | +48.6% | -17.6% | +66.2% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling