+7.5%
AMZN vs MA
+19.5%
-12.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.8% |
| 7D | +8.7% | -0.3% | +9.0% | +8.8% |
| 30D | +1.7% | +11.3% | -9.6% | -1.7% |
| 3M | -2.8% | +16.7% | -19.4% | -7.4% |
| 6M | -2.1% | +32.8% | -34.9% | -11.7% |
| YTD | +15.6% | +15.6% | 0.0% | +10.5% |
| All | +7.5% | +19.5% | -12.0% | +2.1% |
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