+263,909.3%
AMZN vs EMR
+1,144.7%
+262,764.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.0% |
| 7D | -3.0% | -1.5% | -1.5% | -2.2% |
| 30D | -5.2% | -5.6% | +0.4% | -2.5% |
| 3M | +1.9% | +7.9% | -6.1% | -3.0% |
| 6M | +19.2% | +6.0% | +13.2% | +13.8% |
| YTD | +12.0% | +16.4% | -4.5% | +0.8% |
| 1Y | +9.7% | +16.6% | -6.9% | -1.7% |
| 3Y | +87.2% | +62.9% | +24.3% | +38.2% |
| 5Y | +48.7% | +60.1% | -11.4% | +10.0% |
| 10Y | +569.3% | +268.7% | +300.6% | +176.3% |
| All | +263,909.3% | +1,144.7% | +262,764.6% | +42,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling