+44.9%
AMZN vs FND
-61.3%
+106.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -9.2% | -19.6% | +10.3% | -2.9% |
| 3M | +3.4% | -4.3% | +7.7% | +3.6% |
| 6M | +18.2% | -20.4% | +38.7% | +24.8% |
| YTD | +9.3% | -21.9% | +31.2% | +15.0% |
| 1Y | +5.9% | -45.2% | +51.1% | +24.9% |
| 3Y | +82.6% | -49.2% | +131.8% | +103.1% |
| 5Y | +44.9% | -61.8% | +106.7% | +55.7% |
| All | +44.9% | -61.3% | +106.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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