+263,909.3%
AMZN vs OMC
+1,046.8%
+262,862.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.1% |
| 7D | -3.0% | -6.4% | +3.4% | +0.3% |
| 30D | -5.2% | +1.1% | -6.3% | -6.0% |
| 3M | +1.9% | +10.4% | -8.6% | -4.5% |
| 6M | +19.2% | -1.7% | +20.9% | +18.2% |
| YTD | +12.0% | +4.4% | +7.6% | +5.6% |
| 1Y | +9.7% | +8.4% | +1.2% | +0.2% |
| 3Y | +87.2% | +14.4% | +72.8% | +60.8% |
| 5Y | +48.7% | +33.9% | +14.8% | +14.1% |
| 10Y | +569.3% | +34.9% | +534.5% | +345.5% |
| All | +263,909.3% | +1,046.8% | +262,862.5% | +33,272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling