+76.4%
AMZN vs DT
+6.3%
+70.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -9.2% | +0.1% | -9.3% | -9.4% |
| 3M | +3.4% | +24.1% | -20.7% | -3.7% |
| 6M | +18.2% | +30.1% | -11.9% | +7.0% |
| YTD | +9.3% | +16.8% | -7.4% | +3.2% |
| 1Y | +5.9% | -0.1% | +6.0% | +7.1% |
| All | +76.4% | +6.3% | +70.1% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling