+51.7%
AMZN vs IT
-42.3%
+94.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +2.8% | -3.7% | +6.4% | +3.7% |
| 30D | +3.4% | -3.1% | +6.5% | +3.2% |
| 3M | +0.1% | +6.3% | -6.3% | -3.4% |
| 6M | +0.6% | +24.8% | -24.2% | -9.9% |
| YTD | +15.9% | -24.4% | +40.2% | +24.6% |
| 1Y | +9.5% | -17.1% | +26.6% | +12.6% |
| 3Y | +86.3% | -53.6% | +139.9% | +147.8% |
| 5Y | +51.7% | -42.5% | +94.3% | +59.7% |
| All | +51.7% | -42.3% | +94.0% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling