+553.0%
AMZN vs SM
+23.2%
+529.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.7% | +2.1% | -4.8% | -2.9% |
| 30D | -7.5% | +18.1% | -25.6% | -8.6% |
| 3M | +5.8% | +17.0% | -11.1% | +4.4% |
| 6M | +17.5% | +55.4% | -37.9% | +13.0% |
| YTD | +9.1% | +108.6% | -99.4% | +2.5% |
| 1Y | +9.4% | +45.7% | -36.3% | +5.2% |
| 3Y | +82.2% | -0.3% | +82.6% | +77.8% |
| 5Y | +45.2% | +113.0% | -67.8% | +34.2% |
| All | +553.0% | +23.2% | +529.7% | +473.5% |
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