+47.5%
AMZN vs DT
-28.4%
+75.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.6% |
| 7D | +0.8% | -4.9% | +5.7% | +2.7% |
| 30D | -6.4% | +2.7% | -9.1% | -7.7% |
| 3M | +4.8% | +20.0% | -15.2% | -3.6% |
| 6M | +20.5% | +28.0% | -7.5% | +5.5% |
| YTD | +11.3% | +16.0% | -4.7% | +1.2% |
| 1Y | +9.0% | +0.7% | +8.2% | +5.6% |
| 3Y | +85.9% | +6.2% | +79.7% | +71.2% |
| All | +47.5% | -28.4% | +75.9% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling