+263,909.3%
AMZN vs DD
+514.1%
+263,395.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -3.0% | -3.5% | +0.5% | -1.7% |
| 30D | -5.2% | -10.3% | +5.1% | -1.4% |
| 3M | +1.9% | -7.5% | +9.4% | +4.4% |
| 6M | +19.2% | -8.0% | +27.2% | +21.9% |
| YTD | +12.0% | +10.5% | +1.5% | +6.6% |
| 1Y | +9.7% | +38.3% | -28.6% | -4.4% |
| 3Y | +87.2% | +42.5% | +44.7% | +58.5% |
| 5Y | +48.7% | +60.2% | -11.5% | +19.9% |
| 10Y | +569.3% | +68.9% | +500.5% | +386.4% |
| All | +263,909.3% | +514.1% | +263,395.2% | +66,308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling