+85.9%
AMZN vs IT
-51.4%
+137.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +0.5% |
| 7D | +0.8% | -9.1% | +9.9% | +2.1% |
| 30D | -6.4% | -7.0% | +0.6% | -5.5% |
| 3M | +4.8% | +7.6% | -2.8% | +2.9% |
| 6M | +20.5% | +2.1% | +18.4% | +19.0% |
| YTD | +11.3% | -31.6% | +42.9% | +21.2% |
| 1Y | +9.0% | -29.9% | +38.9% | +17.2% |
| 3Y | +85.9% | -51.3% | +137.2% | +149.5% |
| All | +85.9% | -51.4% | +137.3% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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