+0.7%
AMZN vs FIG
-9.1%
+9.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +1.7% |
| 7D | +8.0% | -11.4% | +19.5% | +8.7% |
| 30D | +3.2% | -17.2% | +20.4% | +4.1% |
| 3M | -2.6% | -26.6% | +24.0% | -1.6% |
| All | +0.7% | -9.1% | +9.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 6mo: compounded portfolio wealth divided by compounded FIG 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…
6mo analysis · Full analysis span regression · 6 months rolling