+9.4%
AMZN vs MAR
+25.7%
-16.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | -7.5% | -5.7% | -1.8% | -6.4% |
| 3M | +5.8% | -14.6% | +20.5% | +9.3% |
| 6M | +17.5% | +1.3% | +16.2% | +15.5% |
| YTD | +9.1% | +6.7% | +2.4% | +5.7% |
| 1Y | +9.4% | +26.4% | -17.1% | +0.9% |
| All | +9.4% | +25.7% | -16.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling