+861.9%
AMZN vs P
+485.4%
+376.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -3.0% | +6.5% | -9.5% | -4.4% |
| 30D | -5.2% | +18.8% | -24.0% | -9.7% |
| 3M | +1.9% | +26.7% | -24.9% | -5.2% |
| 6M | +19.2% | +62.2% | -42.9% | +3.0% |
| YTD | +12.0% | +48.5% | -36.5% | -2.2% |
| 1Y | +9.7% | +26.4% | -16.7% | -2.3% |
| 3Y | +87.2% | +159.4% | -72.2% | +31.0% |
| 5Y | +48.7% | +275.8% | -227.1% | -6.3% |
| 10Y | +569.3% | +732.0% | -162.7% | +253.9% |
| All | +861.9% | +485.4% | +376.6% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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