+88.3%
AMZN vs FIX
+782.4%
-694.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -3.0% | +6.0% | -9.0% | -4.2% |
| 30D | -5.2% | -7.2% | +2.1% | -4.0% |
| 3M | +1.9% | -15.9% | +17.7% | +4.3% |
| 6M | +19.2% | +12.7% | +6.5% | +13.2% |
| YTD | +12.0% | +72.8% | -60.8% | -4.8% |
| 1Y | +9.7% | +122.9% | -113.2% | -13.5% |
| All | +88.3% | +782.4% | -694.1% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling