+12.6%
AMZN vs FN
-19.6%
+32.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.7% |
| 7D | +2.8% | +20.8% | -18.0% | +1.5% |
| 30D | +3.4% | -17.3% | +20.7% | +4.0% |
| 3M | +0.1% | -38.1% | +38.2% | +1.7% |
| 6M | +0.6% | -44.2% | +44.8% | +2.7% |
| YTD | +15.9% | -22.3% | +38.1% | +16.1% |
| All | +12.6% | -19.6% | +32.2% | +9.4% |
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