+263,909.3%
AMZN vs F
+214.6%
+263,694.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | -3.0% | +5.3% | -8.3% | -4.5% |
| 30D | -5.2% | +4.6% | -9.8% | -6.6% |
| 3M | +1.9% | -3.7% | +5.5% | +2.6% |
| 6M | +19.2% | +16.8% | +2.4% | +12.2% |
| YTD | +12.0% | +15.3% | -3.3% | +5.6% |
| 1Y | +9.7% | +31.0% | -21.3% | -1.1% |
| 3Y | +87.2% | +45.4% | +41.7% | +58.0% |
| 5Y | +48.7% | +54.7% | -6.0% | +19.6% |
| 10Y | +569.3% | +98.2% | +471.1% | +356.4% |
| All | +263,909.3% | +214.6% | +263,694.8% | +80,954.0% |
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