+9,111.9%
AMZN vs ON
+199.0%
+8,912.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.4% |
| 7D | -3.0% | +2.4% | -5.4% | -3.5% |
| 30D | -5.2% | -3.3% | -1.9% | -4.6% |
| 3M | +1.9% | -43.6% | +45.4% | +13.8% |
| 6M | +19.2% | +19.0% | +0.3% | +9.7% |
| YTD | +12.0% | +37.4% | -25.4% | -1.1% |
| 1Y | +9.7% | +54.8% | -45.1% | -6.6% |
| 3Y | +87.2% | -25.2% | +112.3% | +79.8% |
| 5Y | +48.7% | +62.7% | -14.1% | +15.6% |
| 10Y | +569.3% | +574.3% | -5.0% | +236.8% |
| All | +9,111.9% | +199.0% | +8,912.9% | +3,550.6% |
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