+262,336.6%
AMZN vs EME
+23,865.4%
+238,471.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.5% |
| 7D | +0.8% | +5.2% | -4.4% | -1.0% |
| 30D | -6.4% | -5.4% | -1.0% | -4.9% |
| 3M | +4.8% | -6.1% | +10.9% | +5.5% |
| 6M | +20.5% | +9.7% | +10.9% | +14.1% |
| YTD | +11.3% | +26.6% | -15.3% | -0.7% |
| 1Y | +9.0% | +24.6% | -15.7% | -3.3% |
| 3Y | +85.9% | +249.6% | -163.7% | +9.3% |
| 5Y | +45.8% | +556.6% | -510.8% | -32.6% |
| 10Y | +555.5% | +1,286.6% | -731.1% | +108.9% |
| All | +262,336.6% | +23,865.4% | +238,471.2% | +28,105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling