+87.5%
AMZN vs IR
+10.0%
+77.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.6% |
| 7D | -3.0% | -2.8% | -0.1% | -1.9% |
| 30D | -5.2% | -15.1% | +9.9% | +1.0% |
| 3M | +1.9% | +6.1% | -4.2% | -1.6% |
| 6M | +19.2% | -16.8% | +36.0% | +27.3% |
| YTD | +12.0% | -3.5% | +15.5% | +10.3% |
| 1Y | +9.7% | -3.5% | +13.2% | +7.3% |
| All | +87.5% | +10.0% | +77.5% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling