+620.3%
AMZN vs SM
+10.6%
+609.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -2.1% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +2.6% | -17.3% | +19.9% | +3.6% |
| 3M | -2.2% | -3.6% | +1.3% | -2.5% |
| 6M | -1.0% | +2.9% | -3.9% | -2.1% |
| YTD | +15.3% | +70.2% | -54.9% | +9.3% |
| 1Y | +6.9% | +66.5% | -59.7% | +1.4% |
| 3Y | +85.4% | -8.2% | +93.6% | +81.5% |
| 5Y | +53.3% | -1.5% | +54.8% | +47.6% |
| 10Y | +620.3% | +11.9% | +608.4% | +534.6% |
| All | +620.3% | +10.6% | +609.8% | +534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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