+9.7%
AMZN vs DG
+23.4%
-13.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.2% |
| 7D | -3.0% | +8.4% | -11.4% | -3.4% |
| 30D | -5.2% | +4.9% | -10.1% | -5.4% |
| 3M | +1.9% | +29.3% | -27.5% | +0.3% |
| 6M | +19.2% | -11.3% | +30.5% | +17.4% |
| YTD | +12.0% | +1.8% | +10.2% | +10.7% |
| 1Y | +9.7% | +25.3% | -15.6% | +7.3% |
| All | +9.7% | +23.4% | -13.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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