+88.7%
AMZN vs FDS
-24.9%
+113.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.0% | -2.0% | +10.0% | +8.3% |
| 30D | +3.2% | +13.5% | -10.3% | +1.5% |
| 3M | -2.6% | +15.2% | -17.8% | -4.5% |
| 6M | -0.7% | +47.0% | -47.7% | -7.0% |
| YTD | +17.4% | +13.9% | +3.5% | +16.5% |
| 1Y | +9.0% | +25.2% | -16.1% | +4.7% |
| 3Y | +88.7% | -25.3% | +114.0% | +117.2% |
| All | +88.7% | -24.9% | +113.6% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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