+8,739.1%
AMZN vs ITOT
+885.8%
+7,853.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -9.2% | -1.6% | -7.7% | -7.6% |
| 3M | +3.4% | +3.5% | -0.2% | -0.6% |
| 6M | +18.2% | +13.1% | +5.1% | +2.9% |
| YTD | +9.3% | +12.7% | -3.4% | -4.5% |
| 1Y | +5.9% | +18.3% | -12.4% | -12.3% |
| 3Y | +82.6% | +76.4% | +6.2% | -2.2% |
| 5Y | +44.9% | +73.8% | -28.9% | -18.0% |
| 10Y | +564.1% | +301.2% | +262.9% | +45.2% |
| All | +8,739.1% | +885.8% | +7,853.2% | +538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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