+48.5%
AMZN vs EWT
+149.5%
-100.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.7% |
| 7D | -0.7% | -1.1% | +0.5% | +0.1% |
| 30D | -3.9% | +4.5% | -8.4% | -7.1% |
| 3M | +6.3% | +8.3% | -1.9% | -1.3% |
| 6M | +20.8% | +54.2% | -33.5% | -17.1% |
| YTD | +11.2% | +74.6% | -63.3% | -31.8% |
| 1Y | +11.7% | +84.9% | -73.2% | -35.0% |
| 3Y | +79.4% | +197.5% | -118.1% | -37.5% |
| All | +48.5% | +149.5% | -100.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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