+47.3%
AMZN vs FIX
+2,061.9%
-2,014.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | -3.0% | +6.0% | -9.0% | -4.5% |
| 30D | -5.2% | -7.2% | +2.1% | -3.7% |
| 3M | +1.9% | -15.9% | +17.7% | +5.0% |
| 6M | +19.2% | +12.7% | +6.5% | +11.7% |
| YTD | +12.0% | +72.8% | -60.8% | -8.8% |
| 1Y | +9.7% | +122.9% | -113.2% | -18.9% |
| 3Y | +87.2% | +774.3% | -687.2% | -27.5% |
| All | +47.3% | +2,061.9% | -2,014.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling