+44.9%
AMZN vs DG
-39.5%
+84.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.6% |
| 7D | -1.0% | -4.8% | +3.8% | -0.7% |
| 30D | -9.2% | +1.8% | -11.0% | -9.4% |
| 3M | +3.4% | +14.5% | -11.1% | +2.4% |
| 6M | +18.2% | -13.6% | +31.8% | +18.8% |
| YTD | +9.3% | -4.8% | +14.2% | +9.3% |
| 1Y | +5.9% | +21.6% | -15.6% | +4.3% |
| 3Y | +82.6% | +4.5% | +78.1% | +80.1% |
| 5Y | +44.9% | -38.5% | +83.3% | +70.3% |
| All | +44.9% | -39.5% | +84.4% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling