+57.5%
AMZN vs S
-49.1%
+106.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +8.0% | +1.4% | +6.7% | +7.6% |
| 30D | +3.2% | -10.8% | +14.0% | +5.6% |
| 3M | -2.6% | +5.4% | -8.0% | -5.6% |
| 6M | -0.7% | +41.2% | -41.9% | -11.4% |
| YTD | +17.4% | +56.2% | -38.8% | +0.8% |
| 1Y | +9.0% | +36.3% | -27.3% | -3.3% |
| 3Y | +88.7% | +49.4% | +39.3% | +54.1% |
| 5Y | +55.6% | -66.9% | +122.5% | +60.2% |
| All | +57.5% | -49.1% | +106.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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