+262,142.5%
AMZN vs NTRS
+1,385.8%
+260,756.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.5% |
| 7D | -0.7% | +1.4% | -2.0% | -1.3% |
| 30D | -3.9% | -0.7% | -3.3% | -3.7% |
| 3M | +6.3% | +11.3% | -5.0% | +1.0% |
| 6M | +20.8% | +35.5% | -14.8% | +4.4% |
| YTD | +11.2% | +40.6% | -29.3% | -5.8% |
| 1Y | +11.7% | +49.2% | -37.5% | -8.1% |
| 3Y | +79.4% | +167.2% | -87.8% | +10.7% |
| 5Y | +48.0% | +94.9% | -46.9% | +3.5% |
| 10Y | +575.6% | +259.5% | +316.1% | +216.1% |
| All | +262,142.5% | +1,385.8% | +260,756.8% | +34,928.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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