+272,508.4%
AMZN vs SM
+388.4%
+272,120.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.2% |
| 7D | +8.7% | -22.3% | +30.9% | +11.5% |
| 30D | +1.7% | -21.4% | +23.1% | +4.0% |
| 3M | -2.8% | +1.4% | -4.1% | -3.7% |
| 6M | -2.1% | +0.1% | -2.2% | -3.5% |
| YTD | +15.6% | +59.0% | -43.3% | +7.1% |
| 1Y | +9.2% | +64.3% | -55.1% | +0.6% |
| 3Y | +89.9% | -13.1% | +103.0% | +84.9% |
| 5Y | +49.3% | -13.9% | +63.1% | +41.5% |
| 10Y | +591.6% | +1.7% | +590.0% | +398.7% |
| All | +272,508.4% | +388.4% | +272,120.1% | +113,102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling