+11,052.7%
AMZN vs IWM
+745.4%
+10,307.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.2% |
| 7D | +7.9% | -2.0% | +9.9% | +9.9% |
| 30D | -0.2% | -1.5% | +1.2% | +1.0% |
| 3M | -4.8% | -8.0% | +3.2% | +2.5% |
| 6M | -5.7% | -4.1% | -1.6% | -2.6% |
| YTD | +12.3% | +11.9% | +0.4% | +0.4% |
| 1Y | +6.7% | +15.0% | -8.3% | -7.1% |
| 3Y | +85.6% | +64.2% | +21.4% | +14.3% |
| 5Y | +47.4% | +20.4% | +27.0% | +22.4% |
| 10Y | +586.8% | +168.0% | +418.9% | +138.6% |
| All | +11,052.7% | +745.4% | +10,307.3% | +685.3% |
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