+7,671.2%
AMZN vs PM
+752.6%
+6,918.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -3.0% | -4.9% | +1.9% | -1.3% |
| 30D | -5.2% | -3.4% | -1.8% | -4.1% |
| 3M | +1.9% | +5.2% | -3.3% | -0.5% |
| 6M | +19.2% | +3.7% | +15.5% | +16.3% |
| YTD | +12.0% | +15.8% | -3.8% | +4.7% |
| 1Y | +9.7% | +17.4% | -7.7% | +1.4% |
| 3Y | +87.2% | +116.9% | -29.8% | +30.8% |
| 5Y | +48.7% | +117.3% | -68.7% | +2.1% |
| 10Y | +569.3% | +193.8% | +375.6% | +268.9% |
| All | +7,671.2% | +752.6% | +6,918.6% | +1,977.2% |
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