+6.7%
AMZN vs FN
-25.7%
+32.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -6.0% | +12.1% | +6.5% |
| 7D | +4.5% | -7.0% | +11.5% | +4.8% |
| 30D | +5.8% | -24.7% | +30.5% | +7.3% |
| 3M | -4.1% | -35.7% | +31.6% | -2.3% |
| 6M | -2.2% | -52.4% | +50.2% | +1.6% |
| YTD | +15.3% | -25.0% | +40.2% | +14.9% |
| 1Y | +6.7% | -25.7% | +32.4% | +5.5% |
| All | +6.7% | -25.7% | +32.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling