+565.7%
AMZN vs MKTX
+5.0%
+560.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -3.9% | +0.7% | -4.7% | -4.1% |
| 3M | +6.3% | +40.8% | -34.5% | -2.3% |
| 6M | +20.8% | -8.0% | +28.7% | +21.9% |
| YTD | +11.2% | -8.7% | +20.0% | +12.3% |
| 1Y | +11.7% | -11.8% | +23.5% | +13.3% |
| 3Y | +79.4% | -24.0% | +103.5% | +81.0% |
| 5Y | +48.0% | -60.3% | +108.4% | +75.0% |
| All | +565.7% | +5.0% | +560.6% | +581.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling