+79.4%
AMZN vs DGX
+96.4%
-17.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +2.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.8% |
| 30D | -3.9% | -1.2% | -2.8% | -4.1% |
| 3M | +6.3% | +15.8% | -9.4% | +7.9% |
| 6M | +20.8% | +18.2% | +2.6% | +22.8% |
| YTD | +11.2% | +37.2% | -26.0% | +14.4% |
| 1Y | +11.7% | +30.4% | -18.7% | +14.5% |
| 3Y | +79.4% | +96.7% | -17.3% | +99.7% |
| All | +79.4% | +96.4% | -17.0% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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