+3,662.4%
AMZN vs SCHG
+1,121.7%
+2,540.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | +0.4% |
| 30D | -7.5% | -2.2% | -5.3% | -5.2% |
| 3M | +5.8% | +6.2% | -0.3% | -0.8% |
| 6M | +17.5% | +13.4% | +4.2% | +2.3% |
| YTD | +9.1% | +7.1% | +2.0% | +1.2% |
| 1Y | +9.4% | +12.5% | -3.2% | -3.8% |
| 3Y | +82.2% | +86.2% | -4.0% | -7.8% |
| 5Y | +45.2% | +83.9% | -38.7% | -23.7% |
| 10Y | +562.7% | +451.3% | +111.5% | +4.3% |
| All | +3,662.4% | +1,121.7% | +2,540.6% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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