+12,221.5%
AMZN vs HYG
+151.7%
+12,069.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -0.7% | -0.7% | 0.0% | +0.2% |
| 30D | -3.9% | -0.7% | -3.2% | -3.0% |
| 3M | +6.3% | -0.2% | +6.5% | +6.7% |
| 6M | +20.8% | +1.4% | +19.3% | +19.0% |
| YTD | +11.2% | +1.5% | +9.8% | +9.6% |
| 1Y | +11.7% | +2.9% | +8.8% | +8.2% |
| 3Y | +79.4% | +25.6% | +53.8% | +37.5% |
| 5Y | +48.0% | +18.6% | +29.5% | +24.4% |
| 10Y | +575.6% | +55.7% | +519.9% | +333.1% |
| All | +12,221.5% | +151.7% | +12,069.8% | +5,470.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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