+48.6%
AMZN vs FIVE
+14.2%
+34.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +7.9% | -0.3% | +8.2% | +8.0% |
| 30D | -0.2% | +17.7% | -17.9% | -4.6% |
| 3M | -4.8% | +4.0% | -8.7% | -6.3% |
| 6M | -5.7% | +2.6% | -8.3% | -7.7% |
| YTD | +12.3% | +27.6% | -15.2% | +2.3% |
| 1Y | +6.7% | +59.9% | -53.3% | -9.4% |
| 3Y | +85.6% | +35.8% | +49.8% | +55.9% |
| All | +48.6% | +14.2% | +34.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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