+46.7%
AMZN vs PM
+119.6%
-73.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -3.0% | -4.9% | +1.9% | -2.7% |
| 30D | -5.2% | -3.4% | -1.8% | -5.0% |
| 3M | +1.9% | +5.2% | -3.3% | +1.4% |
| 6M | +19.2% | +3.7% | +15.5% | +18.6% |
| YTD | +12.0% | +15.8% | -3.8% | +10.3% |
| 1Y | +9.7% | +17.4% | -7.7% | +7.8% |
| 3Y | +87.2% | +116.9% | -29.8% | +58.8% |
| All | +46.7% | +119.6% | -73.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling