+641.7%
AMZN vs MAR
+529.3%
+112.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | +5.0% | +13.8% | -8.9% | +0.5% |
| 3M | +0.6% | +20.3% | -19.7% | -5.5% |
| 6M | -1.3% | +21.3% | -22.6% | -7.9% |
| YTD | +15.5% | +37.2% | -21.7% | +2.9% |
| 1Y | +12.2% | +48.4% | -36.2% | -2.8% |
| 3Y | +87.0% | +120.1% | -33.1% | +42.4% |
| 5Y | +51.3% | +182.1% | -130.8% | +7.5% |
| All | +641.7% | +529.3% | +112.4% | +337.8% |
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