+187.5%
AMZN vs DT
+75.7%
+111.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.8% | +3.1% | -0.3% | +1.8% |
| 30D | +5.0% | -29.5% | +34.5% | +16.9% |
| 3M | +0.6% | -11.7% | +12.3% | +3.4% |
| 6M | -1.3% | +29.0% | -30.3% | -12.0% |
| YTD | +15.5% | +3.4% | +12.2% | +9.4% |
| 1Y | +12.2% | -4.2% | +16.5% | +9.2% |
| 3Y | +87.0% | -12.8% | +99.9% | +85.3% |
| 5Y | +51.3% | -39.6% | +90.9% | +57.3% |
| All | +187.5% | +75.7% | +111.8% | +119.5% |
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