+263,909.3%
AMZN vs FDS
+8,260.1%
+255,649.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +1.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.2% |
| 30D | -5.2% | +9.0% | -14.2% | -8.9% |
| 3M | +1.9% | +18.9% | -17.0% | -7.2% |
| 6M | +19.2% | +35.1% | -15.9% | +0.3% |
| YTD | +12.0% | +5.5% | +6.5% | +4.1% |
| 1Y | +9.7% | -16.8% | +26.5% | +12.1% |
| 3Y | +87.2% | -28.1% | +115.2% | +101.9% |
| 5Y | +48.7% | -17.4% | +66.1% | +50.3% |
| 10Y | +569.3% | +85.4% | +483.9% | +341.2% |
| All | +263,909.3% | +8,260.1% | +255,649.2% | +20,094.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling