+44.9%
AMZN vs DOW
-35.8%
+80.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.0% | -6.0% | +5.0% | +0.6% |
| 30D | -9.2% | -2.7% | -6.5% | -8.7% |
| 3M | +3.4% | -10.5% | +13.8% | +5.9% |
| 6M | +18.2% | -12.4% | +30.7% | +19.6% |
| YTD | +9.3% | +30.0% | -20.7% | -4.9% |
| 1Y | +5.9% | +27.8% | -21.9% | -8.2% |
| 3Y | +82.6% | -34.9% | +117.5% | +103.5% |
| 5Y | +44.9% | -35.9% | +80.8% | +62.9% |
| All | +44.9% | -35.8% | +80.7% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling