+45.8%
AMZN vs SM
+111.2%
-65.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -6.4% | +31.5% | -37.9% | -9.9% |
| 3M | +4.8% | +17.3% | -12.5% | +2.0% |
| 6M | +20.5% | +48.5% | -28.0% | +11.9% |
| YTD | +11.3% | +106.3% | -94.9% | -2.6% |
| 1Y | +9.0% | +47.3% | -38.3% | +0.5% |
| 3Y | +85.9% | -1.4% | +87.3% | +76.3% |
| 5Y | +45.8% | +114.0% | -68.3% | +25.4% |
| All | +45.8% | +111.2% | -65.5% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling