+90.0%
AMZN vs EMR
+104.1%
-14.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.0% |
| 7D | +8.0% | +0.7% | +7.4% | +7.7% |
| 30D | +3.2% | +3.5% | -0.3% | +1.7% |
| 3M | -2.6% | +5.9% | -8.5% | -5.2% |
| 6M | -0.7% | +19.4% | -20.1% | -8.7% |
| YTD | +17.4% | +27.7% | -10.3% | +2.2% |
| 1Y | +9.0% | +30.9% | -21.9% | -6.5% |
| All | +90.0% | +104.1% | -14.1% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling