+88.7%
AMZN vs PM
+144.1%
-55.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +8.0% | -6.6% | +14.7% | +7.4% |
| 30D | +3.2% | -3.4% | +6.7% | +3.0% |
| 3M | -2.6% | +5.3% | -7.9% | -2.1% |
| 6M | -0.7% | +15.5% | -16.2% | +0.4% |
| YTD | +17.4% | +24.3% | -6.9% | +19.3% |
| 1Y | +9.0% | +29.7% | -20.7% | +11.2% |
| 3Y | +88.7% | +144.9% | -56.2% | +83.6% |
| All | +88.7% | +144.1% | -55.4% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling