-1.0%
AMZN vs DRAM
-18.3%
+17.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -2.0% |
| 7D | +0.1% | -0.6% | +0.6% | 0.0% |
| 30D | +2.6% | -18.0% | +20.6% | +2.8% |
| 3M | -2.2% | -11.9% | +9.6% | -1.9% |
| 6M | -1.0% | -18.6% | +17.5% | -4.2% |
| All | -1.0% | -18.3% | +17.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 6mo: compounded portfolio wealth divided by compounded DRAM 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…
6mo analysis · Full analysis span regression · 6 months rolling