+565.7%
AMZN vs EFX
+42.6%
+523.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | -0.7% | -4.5% | +3.9% | +0.9% |
| 30D | -3.9% | -6.1% | +2.2% | -2.0% |
| 3M | +6.3% | +6.2% | +0.1% | +3.2% |
| 6M | +20.8% | -11.2% | +32.0% | +23.8% |
| YTD | +11.2% | -21.4% | +32.7% | +18.0% |
| 1Y | +11.7% | -34.3% | +46.0% | +26.1% |
| 3Y | +79.4% | -12.5% | +92.0% | +74.7% |
| 5Y | +48.0% | -35.6% | +83.6% | +56.2% |
| All | +565.7% | +42.6% | +523.1% | +453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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