+79.6%
AMZN vs DG
+7.4%
+72.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.8% |
| 7D | +0.8% | -2.5% | +3.3% | +0.7% |
| 30D | -6.4% | +1.0% | -7.4% | -6.3% |
| 3M | +4.8% | +20.3% | -15.5% | +5.7% |
| 6M | +20.5% | -11.7% | +32.3% | +19.2% |
| YTD | +11.3% | -2.3% | +13.7% | +11.0% |
| 1Y | +9.0% | +20.0% | -11.0% | +10.6% |
| All | +79.6% | +7.4% | +72.2% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling