+48.5%
AMZN vs NTR
+45.7%
+2.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -3.9% | +16.8% | -20.7% | -6.4% |
| 3M | +6.3% | +20.7% | -14.4% | +2.7% |
| 6M | +20.8% | +0.5% | +20.2% | +20.1% |
| YTD | +11.2% | +29.2% | -17.9% | +4.6% |
| 1Y | +11.7% | +39.6% | -27.9% | +2.9% |
| 3Y | +79.4% | +37.9% | +41.6% | +63.4% |
| All | +48.5% | +45.7% | +2.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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