+79.4%
AMZN vs MKTX
-25.3%
+104.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -0.7% | -0.2% | -0.4% | -0.7% |
| 30D | -3.9% | +0.7% | -4.7% | -3.9% |
| 3M | +6.3% | +40.8% | -34.5% | +6.2% |
| 6M | +20.8% | -8.0% | +28.7% | +18.5% |
| YTD | +11.2% | -8.7% | +20.0% | +9.2% |
| 1Y | +11.7% | -11.8% | +23.5% | +9.7% |
| 3Y | +79.4% | -24.0% | +103.5% | +70.9% |
| All | +79.4% | -25.3% | +104.7% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling