+76.4%
AMZN vs PM
+124.8%
-48.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.7% |
| 7D | -1.0% | -1.2% | +0.2% | -1.1% |
| 30D | -9.2% | -0.2% | -9.1% | -9.2% |
| 3M | +3.4% | +4.9% | -1.5% | +3.6% |
| 6M | +18.2% | +9.0% | +9.2% | +18.7% |
| YTD | +9.3% | +17.8% | -8.4% | +10.4% |
| 1Y | +5.9% | +16.8% | -10.9% | +7.2% |
| All | +76.4% | +124.8% | -48.4% | +70.7% |
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