+123,131.5%
AMZN vs FE
+563.2%
+122,568.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +7.9% | 0.0% | +7.9% | +7.9% |
| 30D | -0.2% | +5.2% | -5.4% | -1.6% |
| 3M | -4.8% | 0.0% | -4.7% | -4.9% |
| 6M | -5.7% | +5.0% | -10.7% | -7.1% |
| YTD | +12.3% | +7.9% | +4.4% | +9.7% |
| 1Y | +6.7% | +6.3% | +0.4% | +4.5% |
| 3Y | +85.6% | +46.0% | +39.5% | +65.2% |
| 5Y | +47.4% | +45.6% | +1.7% | +30.7% |
| 10Y | +586.8% | +109.3% | +477.5% | +431.3% |
| All | +123,131.5% | +563.2% | +122,568.3% | +88,462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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