+15,571.8%
AMZN vs DLR
+3,523.8%
+12,048.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +2.8% | +5.0% | -2.3% | +0.9% |
| 30D | +3.4% | +3.0% | +0.4% | +2.2% |
| 3M | +0.1% | -6.3% | +6.3% | +2.2% |
| 6M | +0.6% | -4.8% | +5.4% | +1.4% |
| YTD | +15.9% | +21.0% | -5.2% | +6.0% |
| 1Y | +9.5% | +15.1% | -5.6% | +2.0% |
| 3Y | +86.3% | +56.0% | +30.3% | +51.2% |
| 5Y | +51.7% | +39.1% | +12.6% | +27.0% |
| 10Y | +623.8% | +193.3% | +430.5% | +334.7% |
| All | +15,571.8% | +3,523.8% | +12,048.0% | +4,214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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