+44.9%
AMZN vs EMR
+60.6%
-15.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.5% |
| 30D | -9.2% | -5.0% | -4.3% | -7.0% |
| 3M | +3.4% | +5.9% | -2.6% | -0.6% |
| 6M | +18.2% | +7.3% | +10.9% | +12.1% |
| YTD | +9.3% | +14.6% | -5.2% | -1.6% |
| 1Y | +5.9% | +15.6% | -9.7% | -5.7% |
| 3Y | +82.6% | +60.2% | +22.4% | +30.3% |
| 5Y | +44.9% | +65.8% | -21.0% | -2.7% |
| All | +44.9% | +60.6% | -15.8% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling