+50.4%
AMZN vs OMC
+52.4%
-2.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +2.8% | +1.9% | +1.0% | +2.3% |
| 30D | +5.0% | +12.2% | -7.3% | +1.2% |
| 3M | +0.6% | +0.6% | 0.0% | +0.2% |
| 6M | -1.3% | +21.0% | -22.3% | -8.1% |
| YTD | +15.5% | +12.4% | +3.2% | +9.4% |
| 1Y | +12.2% | +25.4% | -13.2% | +1.4% |
| 3Y | +87.0% | +29.2% | +57.8% | +58.7% |
| All | +50.4% | +52.4% | -2.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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