+2,333.6%
AMZN vs META
+1,352.7%
+980.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.6% |
| 7D | +6.7% | -3.1% | +9.8% | +8.1% |
| 30D | +1.5% | -18.1% | +19.6% | +10.0% |
| 3M | -4.6% | +2.9% | -7.4% | -6.8% |
| 6M | -4.9% | +0.2% | -5.1% | -6.7% |
| YTD | +12.7% | -8.1% | +20.8% | +13.7% |
| 1Y | +4.0% | -4.5% | +8.5% | +3.1% |
| 3Y | +87.7% | +94.2% | -6.4% | +37.0% |
| 5Y | +47.9% | +79.1% | -31.2% | +4.2% |
| 10Y | +589.3% | +405.9% | +183.4% | +239.4% |
| All | +2,333.6% | +1,352.7% | +980.8% | +947.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling