+90.5%
AMZN vs FGI
-74.8%
+165.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.9% | 0.0% |
| 7D | +2.8% | -14.4% | +17.2% | +3.0% |
| 30D | +5.0% | -11.8% | +16.7% | +5.0% |
| 3M | +0.6% | -46.2% | +46.8% | +1.2% |
| 6M | -1.3% | +5.2% | -6.5% | -2.5% |
| YTD | +15.5% | +10.5% | +5.0% | +12.7% |
| 1Y | +12.2% | +25.5% | -13.3% | +8.8% |
| 3Y | +87.0% | -16.0% | +103.0% | +80.3% |
| All | +90.5% | -74.8% | +165.3% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling