+50.9%
AMZN vs ETR
+157.9%
-107.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | +3.4% | +6.6% | -3.2% | +2.3% |
| 3M | +0.1% | +4.4% | -4.4% | -0.7% |
| 6M | +0.6% | -0.3% | +0.9% | +0.5% |
| YTD | +15.9% | +23.3% | -7.4% | +10.9% |
| 1Y | +9.5% | +18.9% | -9.3% | +5.6% |
| 3Y | +86.3% | +155.5% | -69.2% | +44.6% |
| All | +50.9% | +157.9% | -107.0% | +23.6% |
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