+565.7%
AMZN vs NEM
+319.0%
+246.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -3.9% | +7.8% | -11.8% | -4.8% |
| 3M | +6.3% | +30.2% | -23.9% | +2.9% |
| 6M | +20.8% | +9.6% | +11.1% | +18.8% |
| YTD | +11.2% | +27.8% | -16.6% | +7.3% |
| 1Y | +11.7% | +60.7% | -49.0% | +4.4% |
| 3Y | +79.4% | +245.3% | -165.9% | +49.9% |
| 5Y | +48.0% | +155.3% | -107.3% | +26.5% |
| All | +565.7% | +319.0% | +246.6% | +466.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling