+45.8%
AMZN vs FDS
-20.4%
+66.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.7% |
| 7D | +0.8% | -5.4% | +6.2% | +2.5% |
| 30D | -6.4% | +1.6% | -8.0% | -7.0% |
| 3M | +4.8% | +17.7% | -12.9% | -1.7% |
| 6M | +20.5% | +29.1% | -8.5% | +7.5% |
| YTD | +11.3% | +1.0% | +10.4% | +10.2% |
| 1Y | +9.0% | -21.6% | +30.6% | +22.5% |
| 3Y | +85.9% | -30.1% | +116.0% | +117.0% |
| 5Y | +45.8% | -20.7% | +66.5% | +70.0% |
| All | +45.8% | -20.4% | +66.2% | +70.0% |
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