+6.7%
AMZN vs DT
-5.1%
+11.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +6.1% |
| 7D | +4.5% | -25.5% | +30.0% | +5.8% |
| 30D | +5.8% | -22.3% | +28.1% | +7.0% |
| 3M | -4.1% | +2.3% | -6.4% | -4.2% |
| 6M | -2.2% | +20.7% | -22.9% | -2.9% |
| YTD | +15.3% | +7.9% | +7.3% | +17.7% |
| 1Y | +6.7% | -5.7% | +12.4% | +10.9% |
| All | +6.7% | -5.1% | +11.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling