+50.4%
AMZN vs FIX
+1,026.2%
-975.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +2.8% | +9.4% | -6.6% | +0.4% |
| 30D | +5.0% | -27.8% | +32.7% | +12.8% |
| 3M | +0.6% | -35.6% | +36.1% | +10.7% |
| 6M | -1.3% | -45.2% | +43.9% | +12.1% |
| YTD | +15.5% | +19.5% | -3.9% | +1.6% |
| 1Y | +12.2% | +24.2% | -12.0% | -2.9% |
| 3Y | +87.0% | +494.2% | -407.1% | -23.2% |
| All | +50.4% | +1,026.2% | -975.8% | -60.1% |
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 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