+50,938.5%
AMZN vs EFA
+394.8%
+50,543.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.5% |
| 30D | -5.2% | +0.9% | -6.0% | -5.9% |
| 3M | +1.9% | +4.9% | -3.0% | -2.5% |
| 6M | +19.2% | +8.6% | +10.7% | +10.5% |
| YTD | +12.0% | +14.6% | -2.6% | -1.2% |
| 1Y | +9.7% | +22.6% | -12.9% | -8.8% |
| 3Y | +87.2% | +66.5% | +20.6% | +18.8% |
| 5Y | +48.7% | +54.5% | -5.9% | +2.6% |
| 10Y | +569.3% | +144.8% | +424.6% | +208.0% |
| All | +50,938.5% | +394.8% | +50,543.7% | +10,794.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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