+180.3%
AMZN vs DOW
-15.2%
+195.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | -7.5% | -4.1% | -3.4% | -6.7% |
| 3M | +5.8% | -12.4% | +18.3% | +8.6% |
| 6M | +17.5% | -10.6% | +28.2% | +18.4% |
| YTD | +9.1% | +31.1% | -22.0% | -1.2% |
| 1Y | +9.4% | +30.5% | -21.2% | -1.5% |
| 3Y | +82.2% | -34.4% | +116.6% | +91.8% |
| 5Y | +45.2% | -35.5% | +80.7% | +52.6% |
| All | +180.3% | -15.2% | +195.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling