+87.6%
AMZN vs FIX
+511.4%
-423.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | +2.8% | +16.9% | -14.1% | -0.2% |
| 30D | +3.4% | -30.6% | +34.1% | +9.9% |
| 3M | +0.1% | -35.1% | +35.1% | +7.2% |
| 6M | +0.6% | -44.0% | +44.6% | +10.0% |
| YTD | +15.9% | +21.0% | -5.2% | +5.4% |
| 1Y | +9.5% | +16.2% | -6.6% | +0.3% |
| All | +87.6% | +511.4% | -423.8% | +5.1% |
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 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