+76,118.7%
AMZN vs MAR
+3,214.7%
+72,904.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.1% | +1.0% | -1.0% | -0.4% |
| 30D | +2.6% | +16.2% | -13.7% | -4.2% |
| 3M | -2.2% | +23.1% | -25.3% | -11.1% |
| 6M | -1.0% | +22.0% | -23.0% | -10.3% |
| YTD | +15.3% | +39.2% | -23.8% | -2.1% |
| 1Y | +6.9% | +48.3% | -41.4% | -12.1% |
| 3Y | +85.4% | +123.4% | -38.0% | +25.9% |
| 5Y | +53.3% | +185.4% | -132.1% | -7.3% |
| 10Y | +620.3% | +539.2% | +81.2% | +153.6% |
| All | +76,118.7% | +3,214.7% | +72,904.0% | +9,785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling