+641.7%
AMZN vs RF
+223.4%
+418.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | +5.0% | +7.3% | -2.4% | +3.2% |
| 3M | +0.6% | -7.9% | +8.5% | +2.5% |
| 6M | -1.3% | +10.5% | -11.8% | -3.8% |
| YTD | +15.5% | +9.6% | +5.9% | +12.5% |
| 1Y | +12.2% | +20.3% | -8.1% | +6.8% |
| 3Y | +87.0% | +119.5% | -32.5% | +54.6% |
| 5Y | +51.3% | +48.2% | +3.1% | +34.4% |
| All | +641.7% | +223.4% | +418.3% | +486.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling