+48.6%
AMZN vs FIX
+933.9%
-885.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.8% | -1.7% |
| 7D | +7.9% | -17.5% | +25.3% | +12.2% |
| 30D | -0.2% | -41.6% | +41.3% | +13.4% |
| 3M | -4.8% | -40.6% | +35.8% | +7.1% |
| 6M | -5.7% | -49.4% | +43.7% | +9.3% |
| YTD | +12.3% | +9.2% | +3.2% | +1.2% |
| 1Y | +6.7% | +6.5% | +0.2% | -3.6% |
| 3Y | +85.6% | +448.7% | -363.2% | -22.4% |
| All | +48.6% | +933.9% | -885.3% | -59.9% |
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