+48.5%
AMZN vs GM
+78.3%
-29.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -0.7% | -2.4% | +1.8% | +0.2% |
| 30D | -3.9% | -1.1% | -2.8% | -3.6% |
| 3M | +6.3% | +6.1% | +0.2% | +3.7% |
| 6M | +20.8% | +15.0% | +5.8% | +14.1% |
| YTD | +11.2% | +6.0% | +5.3% | +7.9% |
| 1Y | +11.7% | +47.1% | -35.4% | -4.2% |
| 3Y | +79.4% | +170.5% | -91.1% | +15.8% |
| All | +48.5% | +78.3% | -29.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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