+45.8%
AMZN vs SE
-67.4%
+113.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -6.4% | -0.1% | -6.3% | -6.8% |
| 3M | +4.8% | +34.1% | -29.3% | -2.8% |
| 6M | +20.5% | +23.2% | -2.7% | +13.3% |
| YTD | +11.3% | -11.2% | +22.5% | +12.1% |
| 1Y | +9.0% | -40.5% | +49.5% | +20.2% |
| 3Y | +85.9% | +196.3% | -110.4% | +33.7% |
| 5Y | +45.8% | -67.0% | +112.8% | +56.1% |
| All | +45.8% | -67.4% | +113.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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