+44.9%
AMZN vs NEM
+156.0%
-111.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -1.0% | +3.1% | -4.1% | -1.4% |
| 30D | -9.2% | +10.0% | -19.2% | -10.4% |
| 3M | +3.4% | +30.9% | -27.5% | -0.2% |
| 6M | +18.2% | +10.5% | +7.7% | +16.1% |
| YTD | +9.3% | +29.7% | -20.4% | +5.0% |
| 1Y | +5.9% | +71.1% | -65.2% | -2.2% |
| 3Y | +82.6% | +252.1% | -169.5% | +47.8% |
| 5Y | +44.9% | +157.7% | -112.8% | +24.0% |
| All | +44.9% | +156.0% | -111.1% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling