+45.2%
AMZN vs DE
+97.0%
-51.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | -7.5% | +9.7% | -17.2% | -9.8% |
| 3M | +5.8% | +21.4% | -15.5% | -0.2% |
| 6M | +17.5% | +15.0% | +2.5% | +12.0% |
| YTD | +9.1% | +46.4% | -37.3% | -4.8% |
| 1Y | +9.4% | +45.6% | -36.3% | -4.7% |
| 3Y | +82.2% | +76.8% | +5.5% | +46.5% |
| 5Y | +45.2% | +99.4% | -54.2% | +10.3% |
| All | +45.2% | +97.0% | -51.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling