+257,669.3%
AMZN vs DTE
+1,978.2%
+255,691.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -9.2% | -0.5% | -8.7% | -9.1% |
| 3M | +3.4% | -6.0% | +9.4% | +5.4% |
| 6M | +18.2% | -7.2% | +25.4% | +20.8% |
| YTD | +9.3% | +7.2% | +2.2% | +6.1% |
| 1Y | +5.9% | +4.1% | +1.9% | +3.6% |
| 3Y | +82.6% | +46.9% | +35.7% | +54.5% |
| 5Y | +44.9% | +32.9% | +12.0% | +26.5% |
| 10Y | +564.1% | +144.5% | +419.6% | +325.6% |
| All | +257,669.3% | +1,978.2% | +255,691.2% | +26,577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 all: compounded portfolio wealth divided by compounded DTE 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…
all analysis · Full analysis span regression · 6 months rolling