+44.9%
AMZN vs FTI
+1,177.2%
-1,132.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -9.2% | +5.0% | -14.3% | -10.2% |
| 3M | +3.4% | +13.8% | -10.5% | +0.2% |
| 6M | +18.2% | +22.9% | -4.7% | +12.4% |
| YTD | +9.3% | +75.0% | -65.6% | -4.0% |
| 1Y | +5.9% | +96.9% | -90.9% | -9.8% |
| 3Y | +82.6% | +276.7% | -194.1% | +33.8% |
| 5Y | +44.9% | +1,157.0% | -1,112.1% | -22.4% |
| All | +44.9% | +1,177.2% | -1,132.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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