+263,909.3%
AMZN vs MTB
+1,444.2%
+262,465.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.0% | +1.7% | -4.7% | -3.6% |
| 30D | -5.2% | -4.2% | -1.0% | -3.8% |
| 3M | +1.9% | +8.9% | -7.0% | -1.4% |
| 6M | +19.2% | +10.9% | +8.4% | +14.6% |
| YTD | +12.0% | +21.5% | -9.5% | +4.0% |
| 1Y | +9.7% | +21.9% | -12.2% | +1.5% |
| 3Y | +87.2% | +109.2% | -22.1% | +40.3% |
| 5Y | +48.7% | +102.0% | -53.3% | +9.9% |
| 10Y | +569.3% | +171.9% | +397.4% | +282.8% |
| All | +263,909.3% | +1,444.2% | +262,465.2% | +37,223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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