+9.0%
AMZN vs MA
-1.4%
+10.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.8% | -1.8% | +2.6% | +1.4% |
| 30D | -6.4% | +1.4% | -7.8% | -6.7% |
| 3M | +4.8% | +17.7% | -13.0% | -1.1% |
| 6M | +20.5% | +9.7% | +10.9% | +16.0% |
| YTD | +11.3% | +0.5% | +10.8% | +10.3% |
| 1Y | +9.0% | -2.1% | +11.0% | +9.1% |
| All | +9.0% | -1.4% | +10.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling