+264,716.1%
AMZN vs M
+137.7%
+264,578.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.8% |
| 7D | +7.9% | -4.3% | +12.2% | +9.0% |
| 30D | -0.2% | +1.3% | -1.5% | -0.8% |
| 3M | -4.8% | -7.4% | +2.6% | -3.4% |
| 6M | -5.7% | +18.3% | -24.0% | -10.8% |
| YTD | +12.3% | +7.6% | +4.8% | +8.2% |
| 1Y | +6.7% | +17.4% | -10.7% | +0.2% |
| 3Y | +85.6% | +108.4% | -22.8% | +41.4% |
| 5Y | +47.4% | -10.6% | +58.0% | +33.0% |
| 10Y | +586.8% | -3.2% | +590.0% | +377.9% |
| All | +264,716.1% | +137.7% | +264,578.4% | +75,672.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling