+14,455.1%
AMZN vs MA
+17,837.3%
-3,382.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +7.9% | +2.3% | +5.6% | +6.7% |
| 30D | -0.2% | +14.7% | -14.9% | -6.9% |
| 3M | -4.8% | +13.5% | -18.3% | -10.8% |
| 6M | -5.7% | +33.1% | -38.8% | -18.7% |
| YTD | +12.3% | +15.1% | -2.7% | +3.8% |
| 1Y | +6.7% | +18.7% | -12.0% | -3.1% |
| 3Y | +85.6% | +72.1% | +13.5% | +39.6% |
| 5Y | +47.4% | +92.8% | -45.4% | +5.2% |
| 10Y | +586.8% | +571.6% | +15.2% | +161.0% |
| All | +14,455.1% | +17,837.3% | -3,382.1% | +2,337.3% |
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