+263,909.3%
AMZN vs SM
+511.5%
+263,397.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -5.2% | +26.3% | -31.5% | -7.8% |
| 3M | +1.9% | +8.7% | -6.8% | +0.4% |
| 6M | +19.2% | +51.7% | -32.5% | +12.2% |
| YTD | +12.0% | +99.0% | -87.1% | +1.8% |
| 1Y | +9.7% | +34.6% | -24.9% | +3.9% |
| 3Y | +87.2% | -7.8% | +94.9% | +81.8% |
| 5Y | +48.7% | +104.8% | -56.1% | +28.2% |
| 10Y | +569.3% | +7.2% | +562.1% | +384.6% |
| All | +263,909.3% | +511.5% | +263,397.8% | +107,469.9% |
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