+591.6%
AMZN vs FIX
+4,032.2%
-3,440.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.9% |
| 7D | +8.7% | -7.2% | +15.9% | +9.5% |
| 30D | +1.7% | -35.1% | +36.8% | +10.7% |
| 3M | -2.8% | -34.3% | +31.5% | +4.9% |
| 6M | -2.1% | -42.9% | +40.8% | +7.8% |
| YTD | +15.6% | +19.5% | -3.8% | +5.7% |
| 1Y | +9.2% | +16.8% | -7.6% | 0.0% |
| 3Y | +89.9% | +506.7% | -416.9% | +9.4% |
| 5Y | +49.3% | +1,046.7% | -997.4% | -26.6% |
| 10Y | +591.6% | +3,800.0% | -3,208.3% | +163.1% |
| All | +591.6% | +4,032.2% | -3,440.6% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling