+50.3%
AMZN vs S
-56.8%
+107.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.0% | -7.7% | +4.7% | -1.1% |
| 30D | -5.2% | -5.3% | +0.1% | -4.5% |
| 3M | +1.9% | +20.3% | -18.4% | -3.9% |
| 6M | +19.2% | +47.4% | -28.1% | +5.4% |
| YTD | +12.0% | +32.5% | -20.5% | +1.4% |
| 1Y | +9.7% | +9.5% | +0.2% | +3.9% |
| 3Y | +87.2% | +15.5% | +71.6% | +65.0% |
| 5Y | +48.7% | -71.2% | +119.9% | +59.7% |
| All | +50.3% | -56.8% | +107.1% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling