+4,172.9%
AMZN vs FN
+3,620.5%
+552.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | -5.2% | -22.0% | +16.8% | -1.6% |
| 3M | +1.9% | -43.0% | +44.9% | +10.8% |
| 6M | +19.2% | -27.7% | +47.0% | +21.8% |
| YTD | +12.0% | -10.5% | +22.5% | +8.3% |
| 1Y | +9.7% | +12.5% | -2.8% | +0.5% |
| 3Y | +87.2% | +153.8% | -66.6% | +38.5% |
| 5Y | +48.7% | +288.0% | -239.3% | -1.0% |
| 10Y | +569.3% | +906.4% | -337.1% | +262.6% |
| All | +4,172.9% | +3,620.5% | +552.3% | +1,599.7% |
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