+8,042.8%
AMZN vs PM
+815.1%
+7,227.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +8.0% | -6.6% | +14.7% | +10.5% |
| 30D | +3.2% | -3.4% | +6.7% | +4.1% |
| 3M | -2.6% | +5.3% | -7.9% | -4.8% |
| 6M | -0.7% | +15.5% | -16.2% | -6.6% |
| YTD | +17.4% | +24.3% | -6.9% | +6.6% |
| 1Y | +9.0% | +29.7% | -20.7% | -2.7% |
| 3Y | +88.7% | +144.9% | -56.2% | +25.6% |
| 5Y | +55.6% | +159.0% | -103.4% | -0.7% |
| 10Y | +629.7% | +250.9% | +378.8% | +265.9% |
| All | +8,042.8% | +815.1% | +7,227.7% | +2,015.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling