+565.7%
AMZN vs EME
+1,362.1%
-796.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.7% |
| 7D | -0.7% | +3.5% | -4.2% | -1.6% |
| 30D | -3.9% | -6.3% | +2.4% | -2.4% |
| 3M | +6.3% | -3.8% | +10.1% | +6.2% |
| 6M | +20.8% | +8.5% | +12.2% | +16.0% |
| YTD | +11.2% | +27.8% | -16.6% | +1.1% |
| 1Y | +11.7% | +22.2% | -10.6% | +2.0% |
| 3Y | +79.4% | +253.5% | -174.0% | +16.4% |
| 5Y | +48.0% | +578.6% | -530.6% | -20.6% |
| All | +565.7% | +1,362.1% | -796.5% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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