+45.8%
AMZN vs COO
-39.5%
+85.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.6% |
| 7D | +0.8% | -2.3% | +3.1% | +1.8% |
| 30D | -6.4% | -8.8% | +2.4% | -2.7% |
| 3M | +4.8% | +1.3% | +3.4% | +3.8% |
| 6M | +20.5% | -11.6% | +32.1% | +26.4% |
| YTD | +11.3% | -17.4% | +28.7% | +20.1% |
| 1Y | +9.0% | -1.6% | +10.6% | +7.6% |
| 3Y | +85.9% | -22.6% | +108.5% | +93.6% |
| 5Y | +45.8% | -40.3% | +86.1% | +74.0% |
| All | +45.8% | -39.5% | +85.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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