+4,186.0%
AMZN vs FN
+2,887.5%
+1,298.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -2.5% |
| 7D | +7.9% | 0.0% | +7.9% | +7.2% |
| 30D | -0.2% | -34.3% | +34.1% | +6.8% |
| 3M | -4.8% | -39.9% | +35.1% | +2.6% |
| 6M | -5.7% | -51.8% | +46.1% | +4.0% |
| YTD | +12.3% | -28.1% | +40.5% | +11.8% |
| 1Y | +6.7% | -29.1% | +35.8% | +6.0% |
| 3Y | +85.6% | +102.4% | -16.9% | +41.6% |
| 5Y | +47.4% | +171.7% | -124.3% | +3.7% |
| 10Y | +586.8% | +773.5% | -186.7% | +279.1% |
| All | +4,186.0% | +2,887.5% | +1,298.5% | +1,655.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling