+45.8%
AMZN vs IR
+46.5%
-0.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -6.4% | -13.6% | +7.2% | +0.7% |
| 3M | +4.8% | +3.7% | +1.1% | +1.6% |
| 6M | +20.5% | -13.1% | +33.6% | +27.3% |
| YTD | +11.3% | -5.1% | +16.4% | +10.5% |
| 1Y | +9.0% | -6.5% | +15.4% | +8.3% |
| 3Y | +85.9% | +8.5% | +77.4% | +60.9% |
| 5Y | +45.8% | +43.3% | +2.5% | -0.3% |
| All | +45.8% | +46.5% | -0.7% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling