+51.7%
AMZN vs PL
+84.9%
-33.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -3.0% | -9.3% | +6.3% | -1.8% |
| 30D | -5.2% | -18.9% | +13.7% | -2.7% |
| 3M | +1.9% | -58.4% | +60.2% | +12.9% |
| 6M | +19.2% | -30.3% | +49.5% | +20.6% |
| YTD | +12.0% | -8.1% | +20.1% | +7.7% |
| 1Y | +9.7% | +180.5% | -170.8% | -14.6% |
| 3Y | +87.2% | +444.1% | -357.0% | +17.9% |
| 5Y | +48.7% | +83.0% | -34.4% | -1.7% |
| All | +51.7% | +84.9% | -33.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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