+47.3%
AMZN vs META
+65.5%
-18.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.6% |
| 7D | -3.0% | +6.7% | -9.7% | -6.0% |
| 30D | -5.2% | +4.8% | -9.9% | -7.4% |
| 3M | +1.9% | -1.6% | +3.5% | +1.7% |
| 6M | +19.2% | -7.5% | +26.7% | +21.8% |
| YTD | +12.0% | -6.4% | +18.4% | +13.2% |
| 1Y | +9.7% | -17.3% | +27.0% | +17.2% |
| 3Y | +87.2% | +109.9% | -22.8% | +26.0% |
| All | +47.3% | +65.5% | -18.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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