+9.7%
AMZN vs NEM
+73.9%
-64.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | -5.2% | +23.1% | -28.3% | -7.0% |
| 3M | +1.9% | +18.5% | -16.6% | +0.1% |
| 6M | +19.2% | +7.8% | +11.4% | +17.1% |
| YTD | +12.0% | +29.1% | -17.1% | +10.4% |
| 1Y | +9.7% | +72.7% | -63.0% | +14.0% |
| All | +9.7% | +73.9% | -64.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling