+257,669.3%
AMZN vs DGX
+7,312.3%
+250,357.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | -9.2% | -0.9% | -8.3% | -9.0% |
| 3M | +3.4% | +15.6% | -12.2% | -1.5% |
| 6M | +18.2% | +17.8% | +0.4% | +11.8% |
| YTD | +9.3% | +37.5% | -28.1% | -1.7% |
| 1Y | +5.9% | +31.2% | -25.2% | -3.7% |
| 3Y | +82.6% | +96.6% | -14.0% | +43.3% |
| 5Y | +44.9% | +64.9% | -20.0% | +19.3% |
| 10Y | +564.1% | +254.6% | +309.5% | +312.1% |
| All | +257,669.3% | +7,312.3% | +250,357.0% | +63,746.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling