+6.7%
AMZN vs DG
+45.3%
-38.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.5% | -2.4% | +5.5% |
| 7D | +4.5% | +12.3% | -7.8% | +3.6% |
| 30D | +5.8% | +19.3% | -13.5% | +4.3% |
| 3M | -4.1% | +11.9% | -16.0% | -5.1% |
| 6M | -2.2% | +25.0% | -27.2% | -4.6% |
| YTD | +15.3% | +8.7% | +6.5% | +12.9% |
| 1Y | +6.7% | +44.7% | -38.0% | +0.2% |
| All | +6.7% | +45.3% | -38.6% | +0.2% |
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