+9.6%
AMZN vs EMR
+15.1%
-5.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | -9.2% | -5.0% | -4.3% | -8.2% |
| 3M | +3.4% | +5.9% | -2.6% | +1.6% |
| 6M | +18.2% | +7.3% | +10.9% | +14.9% |
| YTD | +9.3% | +14.6% | -5.2% | +2.1% |
| All | +9.6% | +15.1% | -5.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling