+49.3%
AMZN vs S
-66.6%
+115.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +0.9% |
| 7D | +8.7% | +1.6% | +7.1% | +8.1% |
| 30D | +1.7% | -10.5% | +12.2% | +4.1% |
| 3M | -2.8% | +9.9% | -12.7% | -6.9% |
| 6M | -2.1% | +41.8% | -43.9% | -13.1% |
| YTD | +15.6% | +56.8% | -41.2% | -1.3% |
| 1Y | +9.2% | +39.0% | -29.8% | -4.1% |
| 3Y | +89.9% | +53.8% | +36.0% | +52.0% |
| 5Y | +49.3% | -68.6% | +117.9% | +56.6% |
| All | +49.3% | -66.6% | +115.9% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling