+641.7%
AMZN vs M
-7.1%
+648.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +2.8% | +7.0% | -4.2% | +1.9% |
| 30D | +5.0% | +8.9% | -4.0% | +3.7% |
| 3M | +0.6% | +4.5% | -3.9% | -0.2% |
| 6M | -1.3% | +36.2% | -37.5% | -5.6% |
| YTD | +15.5% | +15.1% | +0.4% | +12.6% |
| 1Y | +12.2% | +27.4% | -15.2% | +7.9% |
| 3Y | +87.0% | +160.1% | -73.1% | +61.4% |
| 5Y | +51.3% | -1.6% | +52.9% | +40.3% |
| All | +641.7% | -7.1% | +648.8% | +646.0% |
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