+44.9%
AMZN vs ETR
+122.8%
-77.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -9.2% | +2.0% | -11.3% | -9.6% |
| 3M | +3.4% | -1.7% | +5.0% | +3.5% |
| 6M | +18.2% | +3.6% | +14.6% | +17.2% |
| YTD | +9.3% | +18.0% | -8.7% | +5.7% |
| 1Y | +5.9% | +26.2% | -20.3% | +1.0% |
| 3Y | +82.6% | +148.0% | -65.4% | +44.6% |
| 5Y | +44.9% | +126.1% | -81.2% | +21.0% |
| All | +44.9% | +122.8% | -77.9% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling