+176.8%
AMZN vs DT
+100.3%
+76.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | -3.9% | +3.0% | -7.0% | -5.2% |
| 3M | +6.3% | +26.5% | -20.2% | -2.7% |
| 6M | +20.8% | +35.9% | -15.2% | +5.8% |
| YTD | +11.2% | +17.8% | -6.6% | +2.0% |
| 1Y | +11.7% | +4.1% | +7.6% | +7.1% |
| 3Y | +79.4% | +5.3% | +74.1% | +68.6% |
| 5Y | +48.0% | -27.2% | +75.2% | +46.4% |
| All | +176.8% | +100.3% | +76.5% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling