+2,186.0%
AMZN vs FIVE
+868.1%
+1,317.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.2% |
| 7D | -3.0% | +4.3% | -7.2% | -3.9% |
| 30D | -5.2% | +12.5% | -17.7% | -7.7% |
| 3M | +1.9% | +31.2% | -29.4% | -4.3% |
| 6M | +19.2% | +14.4% | +4.9% | +14.4% |
| YTD | +12.0% | +33.9% | -21.9% | +3.7% |
| 1Y | +9.7% | +65.1% | -55.4% | -3.4% |
| 3Y | +87.2% | +49.0% | +38.2% | +58.6% |
| 5Y | +48.7% | +30.3% | +18.4% | +26.6% |
| 10Y | +569.3% | +481.1% | +88.2% | +329.7% |
| All | +2,186.0% | +868.1% | +1,317.8% | +1,107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling