+641.7%
AMZN vs FN
+700.1%
-58.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +1.2% |
| 7D | +2.8% | +0.3% | +2.6% | +2.5% |
| 30D | +5.0% | -16.5% | +21.5% | +7.7% |
| 3M | +0.6% | -42.1% | +42.7% | +10.2% |
| 6M | -1.3% | -52.9% | +51.6% | +10.8% |
| YTD | +15.5% | -28.0% | +43.5% | +13.7% |
| 1Y | +12.2% | -18.5% | +30.7% | +6.4% |
| 3Y | +87.0% | +93.9% | -6.9% | +32.0% |
| 5Y | +51.3% | +170.5% | -119.2% | -6.0% |
| All | +641.7% | +700.1% | -58.5% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling