+591.6%
AMZN vs M
+3.7%
+587.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.9% |
| 7D | +8.7% | +2.5% | +6.1% | +8.3% |
| 30D | +1.7% | +10.1% | -8.3% | +0.4% |
| 3M | -2.8% | -0.9% | -1.8% | -2.9% |
| 6M | -2.1% | +30.2% | -32.3% | -5.8% |
| YTD | +15.6% | +16.3% | -0.6% | +12.6% |
| 1Y | +9.2% | +27.0% | -17.8% | +5.0% |
| 3Y | +89.9% | +154.5% | -64.6% | +64.4% |
| 5Y | +49.3% | -1.1% | +50.3% | +38.3% |
| 10Y | +591.6% | +0.5% | +591.1% | +574.6% |
| All | +591.6% | +3.7% | +587.9% | +574.6% |
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