+264,716.1%
AMZN vs F
+167.7%
+264,548.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +7.9% | +1.6% | +6.3% | +7.4% |
| 30D | -0.2% | +2.6% | -2.9% | -1.1% |
| 3M | -4.8% | -8.8% | +4.1% | -2.5% |
| 6M | -5.7% | +4.6% | -10.3% | -8.4% |
| YTD | +12.3% | -1.9% | +14.2% | +10.9% |
| 1Y | +6.7% | -0.8% | +7.5% | +4.9% |
| 3Y | +85.6% | +43.5% | +42.1% | +57.8% |
| 5Y | +47.4% | -12.1% | +59.4% | +40.7% |
| 10Y | +586.8% | +83.6% | +503.2% | +376.8% |
| All | +264,716.1% | +167.7% | +264,548.4% | +85,009.5% |
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