+641.7%
AMZN vs EW
+254.3%
+387.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +2.8% | +4.9% | -2.1% | +1.1% |
| 30D | +5.0% | +23.9% | -19.0% | -2.8% |
| 3M | +0.6% | +15.8% | -15.2% | -4.8% |
| 6M | -1.3% | +31.7% | -32.9% | -11.0% |
| YTD | +15.5% | +25.7% | -10.2% | +5.5% |
| 1Y | +12.2% | +24.4% | -12.2% | +2.8% |
| 3Y | +87.0% | +65.9% | +21.1% | +43.7% |
| 5Y | +51.3% | -7.6% | +58.9% | +45.5% |
| All | +641.7% | +254.3% | +387.3% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling