+273,029.3%
AMZN vs FDS
+9,083.8%
+263,945.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +2.8% | -2.6% | +5.4% | +3.8% |
| 30D | +3.4% | +14.1% | -10.6% | -2.9% |
| 3M | +0.1% | +19.8% | -19.7% | -8.9% |
| 6M | +0.6% | +55.0% | -54.3% | -20.4% |
| YTD | +15.9% | +15.9% | 0.0% | +2.1% |
| 1Y | +9.5% | +24.2% | -14.7% | -7.1% |
| 3Y | +86.3% | -24.0% | +110.3% | +94.0% |
| 5Y | +51.7% | -23.3% | +75.1% | +57.3% |
| 10Y | +623.8% | +128.0% | +495.7% | +330.6% |
| All | +273,029.3% | +9,083.8% | +263,945.5% | +19,699.4% |
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