+44.9%
AMZN vs EFX
-36.4%
+81.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | -1.0% | -9.4% | +8.4% | +2.7% |
| 30D | -9.2% | -6.9% | -2.4% | -6.9% |
| 3M | +3.4% | +0.1% | +3.2% | +2.0% |
| 6M | +18.2% | -17.3% | +35.6% | +25.4% |
| YTD | +9.3% | -21.8% | +31.2% | +17.7% |
| 1Y | +5.9% | -32.5% | +38.5% | +21.5% |
| 3Y | +82.6% | -12.3% | +94.9% | +67.7% |
| 5Y | +44.9% | -36.6% | +81.5% | +52.6% |
| All | +44.9% | -36.4% | +81.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling