+45.8%
AMZN vs EW
-28.5%
+74.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.7% |
| 7D | +0.8% | -4.4% | +5.2% | +2.4% |
| 30D | -6.4% | -3.3% | -3.0% | -5.3% |
| 3M | +4.8% | +1.0% | +3.8% | +4.2% |
| 6M | +20.5% | +6.2% | +14.3% | +17.4% |
| YTD | +11.3% | +1.7% | +9.6% | +9.9% |
| 1Y | +9.0% | +8.1% | +0.8% | +4.9% |
| 3Y | +85.9% | +17.1% | +68.8% | +60.1% |
| 5Y | +45.8% | -29.4% | +75.1% | +58.9% |
| All | +45.8% | -28.5% | +74.3% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling