+564.1%
AMZN vs DD
+64.9%
+499.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.9% |
| 7D | -1.0% | -3.8% | +2.8% | +0.2% |
| 30D | -9.2% | -9.2% | 0.0% | -6.4% |
| 3M | +3.4% | -9.0% | +12.4% | +6.3% |
| 6M | +18.2% | -5.0% | +23.2% | +19.3% |
| YTD | +9.3% | +7.4% | +2.0% | +5.4% |
| 1Y | +5.9% | +35.1% | -29.2% | -6.0% |
| 3Y | +82.6% | +43.2% | +39.4% | +56.3% |
| 5Y | +44.9% | +59.6% | -14.8% | +18.9% |
| 10Y | +564.1% | +66.5% | +497.6% | +430.9% |
| All | +564.1% | +64.9% | +499.1% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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