+263,909.3%
AMZN vs IT
+619.3%
+263,290.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | +1.4% |
| 7D | -3.0% | -6.0% | +3.1% | -1.0% |
| 30D | -5.2% | 0.0% | -5.2% | -5.4% |
| 3M | +1.9% | +13.1% | -11.2% | -5.0% |
| 6M | +19.2% | +11.7% | +7.5% | +10.0% |
| YTD | +12.0% | -26.1% | +38.1% | +17.8% |
| 1Y | +9.7% | -21.3% | +30.9% | +11.9% |
| 3Y | +87.2% | -46.7% | +133.9% | +113.5% |
| 5Y | +48.7% | -40.5% | +89.2% | +62.5% |
| 10Y | +569.3% | +103.9% | +465.4% | +340.7% |
| All | +263,909.3% | +619.3% | +263,290.0% | +83,408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling