+591.6%
AMZN vs F
+88.0%
+503.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +8.7% | -0.6% | +9.3% | +8.8% |
| 30D | +1.7% | +2.9% | -1.2% | +1.0% |
| 3M | -2.8% | -9.5% | +6.7% | -0.8% |
| 6M | -2.1% | +4.0% | -6.1% | -4.1% |
| YTD | +15.6% | -1.3% | +16.9% | +14.4% |
| 1Y | +9.2% | -1.9% | +11.2% | +8.1% |
| 3Y | +89.9% | +53.5% | +36.4% | +64.9% |
| 5Y | +49.3% | -15.1% | +64.4% | +41.8% |
| 10Y | +591.6% | +81.0% | +510.7% | +471.8% |
| All | +591.6% | +88.0% | +503.7% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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