+63.6%
AMZN vs COMP
-47.7%
+111.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.0% | +1.4% | -4.3% | -3.2% |
| 30D | -5.2% | -13.3% | +8.1% | -3.0% |
| 3M | +1.9% | +41.1% | -39.3% | -4.4% |
| 6M | +19.2% | +17.2% | +2.1% | +13.9% |
| YTD | +12.0% | +5.2% | +6.8% | +8.3% |
| 1Y | +9.7% | +18.9% | -9.2% | +3.1% |
| 3Y | +87.2% | +215.9% | -128.7% | +38.1% |
| 5Y | +48.7% | -31.2% | +79.8% | +15.8% |
| All | +63.6% | -47.7% | +111.2% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling