+87.0%
AMZN vs F
+45.8%
+41.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | -3.1% | +5.9% | +3.5% |
| 30D | +5.0% | 0.0% | +4.9% | +4.8% |
| 3M | +0.6% | -13.2% | +13.8% | +3.5% |
| 6M | -1.3% | -10.2% | +8.9% | +0.2% |
| YTD | +15.5% | -4.9% | +20.5% | +15.0% |
| 1Y | +12.2% | -6.1% | +18.3% | +11.9% |
| 3Y | +87.0% | +46.0% | +41.0% | +62.8% |
| All | +87.0% | +45.8% | +41.2% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling