+12.2%
AMZN vs SM
+84.2%
-72.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.8% | +9.4% | -6.6% | +4.3% |
| 30D | +5.0% | -14.4% | +19.3% | +3.0% |
| 3M | +0.6% | +1.6% | -1.0% | +1.0% |
| 6M | -1.3% | +6.3% | -7.6% | +0.3% |
| YTD | +15.5% | +78.8% | -63.3% | +24.6% |
| 1Y | +12.2% | +83.1% | -70.9% | +20.8% |
| All | +12.2% | +84.2% | -72.0% | +20.8% |
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