+11.7%
AMZN vs DE
+45.1%
-33.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +1.9% |
| 7D | -0.7% | -2.6% | +1.9% | -0.9% |
| 30D | -3.9% | +9.0% | -13.0% | -3.1% |
| 3M | +6.3% | +19.1% | -12.8% | +7.6% |
| 6M | +20.8% | +14.4% | +6.4% | +22.0% |
| YTD | +11.2% | +45.9% | -34.7% | +10.8% |
| 1Y | +11.7% | +43.6% | -31.9% | +12.1% |
| All | +11.7% | +45.1% | -33.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling