+51.0%
AMZN vs MAR
+184.2%
-133.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +0.1% | +1.0% | -1.0% | -0.5% |
| 30D | +2.6% | +16.2% | -13.7% | -5.7% |
| 3M | -2.2% | +23.1% | -25.3% | -13.1% |
| 6M | -1.0% | +22.0% | -23.0% | -12.5% |
| YTD | +15.3% | +39.2% | -23.8% | -6.9% |
| 1Y | +6.9% | +48.3% | -41.4% | -17.3% |
| 3Y | +85.4% | +123.4% | -38.0% | +8.3% |
| All | +51.0% | +184.2% | -133.2% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling