+456.4%
AMZN vs IR
+334.2%
+122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.8% | +4.3% | -1.5% | +1.4% |
| 30D | +3.4% | +8.1% | -4.7% | +0.7% |
| 3M | +0.1% | +0.7% | -0.6% | -0.4% |
| 6M | +0.6% | +16.6% | -16.0% | -5.2% |
| YTD | +15.9% | +7.8% | +8.1% | +11.0% |
| 1Y | +9.5% | +9.9% | -0.4% | +4.1% |
| 3Y | +86.3% | +25.2% | +61.1% | +68.7% |
| 5Y | +51.7% | +46.8% | +4.9% | +28.5% |
| All | +456.4% | +334.2% | +122.2% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling