+641.7%
AMZN vs ED
+147.1%
+494.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | +2.8% | +2.1% | +0.8% | +2.8% |
| 30D | +5.0% | +10.4% | -5.5% | +4.5% |
| 3M | +0.6% | +12.5% | -12.0% | +0.1% |
| 6M | -1.3% | +14.9% | -16.2% | -2.0% |
| YTD | +15.5% | +24.8% | -9.3% | +14.0% |
| 1Y | +12.2% | +23.8% | -11.6% | +10.8% |
| 3Y | +87.0% | +51.6% | +35.4% | +77.0% |
| 5Y | +51.3% | +86.4% | -35.1% | +39.1% |
| All | +641.7% | +147.1% | +494.6% | +561.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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