+564.1%
AMZN vs M
-7.1%
+571.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.3% |
| 7D | -1.0% | -4.1% | +3.0% | -0.5% |
| 30D | -9.2% | -13.6% | +4.4% | -7.6% |
| 3M | +3.4% | -2.3% | +5.6% | +3.4% |
| 6M | +18.2% | +21.9% | -3.7% | +14.9% |
| YTD | +9.3% | -0.6% | +9.9% | +8.7% |
| 1Y | +5.9% | +29.7% | -23.8% | +1.7% |
| 3Y | +82.6% | +107.3% | -24.7% | +62.1% |
| 5Y | +44.9% | +20.5% | +24.4% | +35.6% |
| 10Y | +564.1% | -6.1% | +570.2% | +548.8% |
| All | +564.1% | -7.1% | +571.2% | +548.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling