+76.4%
AMZN vs ETR
+148.1%
-71.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -9.2% | +2.0% | -11.3% | -9.3% |
| 3M | +3.4% | -1.7% | +5.0% | +3.4% |
| 6M | +18.2% | +3.6% | +14.6% | +18.2% |
| YTD | +9.3% | +18.0% | -8.7% | +8.8% |
| 1Y | +5.9% | +26.2% | -20.3% | +5.2% |
| All | +76.4% | +148.1% | -71.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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