+271,732.3%
AMZN vs F
+166.8%
+271,565.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +2.6% | +3.3% | -0.8% | +1.4% |
| 3M | -2.2% | -11.3% | +9.1% | +1.0% |
| 6M | -1.0% | +5.3% | -6.4% | -4.0% |
| YTD | +15.3% | -2.2% | +17.5% | +14.0% |
| 1Y | +6.9% | -3.5% | +10.4% | +6.0% |
| 3Y | +85.4% | +49.5% | +35.9% | +55.8% |
| 5Y | +53.3% | -13.5% | +66.8% | +47.2% |
| 10Y | +620.3% | +69.0% | +551.3% | +414.1% |
| All | +271,732.3% | +166.8% | +271,565.5% | +87,352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling