+86.7%
AMZN vs FN
+121.0%
-34.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -2.6% |
| 7D | +0.1% | +8.0% | -8.0% | -1.4% |
| 30D | +2.6% | -19.1% | +21.7% | +5.0% |
| 3M | -2.2% | -29.8% | +27.6% | +1.5% |
| 6M | -1.0% | -43.2% | +42.1% | +4.9% |
| YTD | +15.3% | -18.9% | +34.3% | +11.1% |
| 1Y | +6.9% | -17.9% | +24.7% | +2.0% |
| All | +86.7% | +121.0% | -34.3% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling