+263,909.3%
AMZN vs ETR
+2,496.1%
+261,413.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | -5.2% | +1.0% | -6.2% | -5.4% |
| 3M | +1.9% | -1.3% | +3.1% | +2.0% |
| 6M | +19.2% | +1.9% | +17.3% | +18.3% |
| YTD | +12.0% | +18.2% | -6.2% | +7.3% |
| 1Y | +9.7% | +24.7% | -15.0% | +3.6% |
| 3Y | +87.2% | +150.7% | -63.5% | +47.7% |
| 5Y | +48.7% | +127.0% | -78.4% | +19.6% |
| 10Y | +569.3% | +295.5% | +273.9% | +356.7% |
| All | +263,909.3% | +2,496.1% | +261,413.2% | +148,284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling