+14,410.8%
AMZN vs MA
+15,793.6%
-1,382.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.4% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -5.2% | +1.5% | -6.7% | -6.0% |
| 3M | +1.9% | +20.4% | -18.6% | -7.4% |
| 6M | +19.2% | +11.1% | +8.1% | +12.5% |
| YTD | +12.0% | +2.0% | +10.0% | +10.1% |
| 1Y | +9.7% | -2.2% | +11.8% | +9.7% |
| 3Y | +87.2% | +41.9% | +45.3% | +55.4% |
| 5Y | +48.7% | +75.4% | -26.7% | +11.3% |
| 10Y | +569.3% | +527.5% | +41.8% | +164.1% |
| All | +14,410.8% | +15,793.6% | -1,382.8% | +2,486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling