+88.3%
AMZN vs FGI
-4.4%
+92.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -5.2% | +65.4% | -70.6% | -5.8% |
| 3M | +1.9% | +23.5% | -21.6% | +1.4% |
| 6M | +19.2% | +60.5% | -41.3% | +17.8% |
| YTD | +12.0% | +30.0% | -18.0% | +10.9% |
| 1Y | +9.7% | +82.1% | -72.4% | +8.3% |
| All | +88.3% | -4.4% | +92.7% | +90.7% |
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