+5.9%
AMZN vs SM
+46.0%
-40.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -9.2% | +20.3% | -29.5% | -7.7% |
| 3M | +3.4% | +22.9% | -19.6% | +5.7% |
| 6M | +18.2% | +47.8% | -29.6% | +22.4% |
| YTD | +9.3% | +107.5% | -98.1% | +15.3% |
| 1Y | +5.9% | +51.7% | -45.8% | +10.5% |
| All | +5.9% | +46.0% | -40.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling