+55.6%
AMZN vs FDS
-22.8%
+78.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.0% | -2.0% | +10.0% | +8.7% |
| 30D | +3.2% | +13.5% | -10.3% | -0.9% |
| 3M | -2.6% | +15.2% | -17.8% | -7.3% |
| 6M | -0.7% | +47.0% | -47.7% | -14.8% |
| YTD | +17.4% | +13.9% | +3.5% | +11.5% |
| 1Y | +9.0% | +25.2% | -16.1% | -2.1% |
| 3Y | +88.7% | -25.3% | +114.0% | +120.9% |
| 5Y | +55.6% | -23.3% | +78.9% | +69.1% |
| All | +55.6% | -22.8% | +78.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling