+55.6%
AMZN vs PM
+159.5%
-104.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +8.0% | -6.6% | +14.7% | +8.3% |
| 30D | +3.2% | -3.4% | +6.7% | +3.3% |
| 3M | -2.6% | +5.3% | -7.9% | -2.9% |
| 6M | -0.7% | +15.5% | -16.2% | -1.7% |
| YTD | +17.4% | +24.3% | -6.9% | +15.2% |
| 1Y | +9.0% | +29.7% | -20.7% | +6.6% |
| 3Y | +88.7% | +144.9% | -56.2% | +57.8% |
| 5Y | +55.6% | +159.0% | -103.4% | +33.1% |
| All | +55.6% | +159.5% | -104.0% | +33.1% |
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