+48.6%
AMZN vs RF
+42.5%
+6.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | +7.9% | -0.9% | +8.8% | +8.3% |
| 30D | -0.2% | +6.0% | -6.3% | -2.6% |
| 3M | -4.8% | -8.9% | +4.1% | -1.5% |
| 6M | -5.7% | +2.3% | -8.0% | -7.0% |
| YTD | +12.3% | +7.6% | +4.8% | +8.1% |
| 1Y | +6.7% | +21.2% | -14.5% | -2.3% |
| 3Y | +85.6% | +108.5% | -23.0% | +33.8% |
| All | +48.6% | +42.5% | +6.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling