+90.0%
AMZN vs FGI
-0.1%
+90.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.0% | -4.1% | +12.1% | +8.1% |
| 30D | +3.2% | -3.4% | +6.6% | +3.2% |
| 3M | -2.6% | +61.8% | -64.4% | -3.3% |
| 6M | -0.7% | +17.0% | -17.7% | -1.2% |
| YTD | +17.4% | +31.4% | -14.1% | +16.1% |
| 1Y | +9.0% | +42.7% | -33.6% | +7.7% |
| All | +90.0% | -0.1% | +90.1% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling