+49.3%
AMZN vs SM
-13.5%
+62.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.3% |
| 7D | +8.7% | -22.3% | +30.9% | +11.7% |
| 30D | +1.7% | -21.4% | +23.1% | +4.2% |
| 3M | -2.8% | +1.4% | -4.1% | -4.3% |
| 6M | -2.1% | +0.1% | -2.2% | -4.3% |
| YTD | +15.6% | +59.0% | -43.3% | +2.7% |
| 1Y | +9.2% | +64.3% | -55.1% | -3.8% |
| 3Y | +89.9% | -13.1% | +103.0% | +80.3% |
| 5Y | +49.3% | -13.9% | +63.1% | +37.5% |
| All | +49.3% | -13.5% | +62.8% | +37.5% |
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 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