+11,018.7%
AMZN vs IWM
+812.0%
+10,206.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -5.2% | -1.3% | -3.9% | -4.2% |
| 3M | +1.9% | +1.6% | +0.2% | +0.1% |
| 6M | +19.2% | +13.6% | +5.7% | +5.8% |
| YTD | +12.0% | +20.8% | -8.8% | -6.4% |
| 1Y | +9.7% | +26.4% | -16.7% | -12.4% |
| 3Y | +87.2% | +60.7% | +26.5% | +17.7% |
| 5Y | +48.7% | +38.2% | +10.5% | +8.8% |
| 10Y | +569.3% | +169.5% | +399.9% | +133.2% |
| All | +11,018.7% | +812.0% | +10,206.7% | +631.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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