+55.6%
AMZN vs FN
+194.7%
-139.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.2% | +2.4% |
| 7D | +8.0% | -4.1% | +12.1% | +8.3% |
| 30D | +3.2% | -28.3% | +31.5% | +9.1% |
| 3M | -2.6% | -33.9% | +31.3% | +3.5% |
| 6M | -0.7% | -43.9% | +43.2% | +7.0% |
| YTD | +17.4% | -23.4% | +40.8% | +13.4% |
| 1Y | +9.0% | -25.4% | +34.5% | +5.4% |
| 3Y | +88.7% | +107.9% | -19.2% | +23.1% |
| 5Y | +55.6% | +195.1% | -139.5% | -21.6% |
| All | +55.6% | +194.7% | -139.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling