+565.7%
AMZN vs MAR
+450.9%
+114.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | -0.7% | -0.5% | -0.1% | -0.5% |
| 30D | -3.9% | -5.4% | +1.5% | -2.1% |
| 3M | +6.3% | -15.5% | +21.8% | +12.0% |
| 6M | +20.8% | +3.0% | +17.8% | +18.9% |
| YTD | +11.2% | +8.5% | +2.7% | +7.2% |
| 1Y | +11.7% | +26.0% | -14.3% | +2.0% |
| 3Y | +79.4% | +68.6% | +10.8% | +49.4% |
| 5Y | +48.0% | +157.4% | -109.3% | +10.7% |
| All | +565.7% | +450.9% | +114.8% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling