+9,402.4%
AMZN vs ON
+185.7%
+9,216.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.6% |
| 7D | +2.8% | +12.2% | -9.4% | -0.1% |
| 30D | +5.0% | -3.1% | +8.1% | +5.3% |
| 3M | +0.6% | -12.9% | +13.5% | +2.9% |
| 6M | -1.3% | -38.6% | +37.3% | +6.7% |
| YTD | +15.5% | +31.2% | -15.7% | +2.3% |
| 1Y | +12.2% | +47.6% | -35.4% | -3.8% |
| 3Y | +87.0% | +6.6% | +80.4% | +65.0% |
| 5Y | +51.3% | +21.3% | +30.0% | +25.6% |
| 10Y | +621.7% | +533.3% | +88.3% | +265.7% |
| All | +9,402.4% | +185.7% | +9,216.7% | +3,674.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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