+273,029.3%
AMZN vs SM
+449.9%
+272,579.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.1% |
| 7D | +2.8% | +10.6% | -7.8% | +1.6% |
| 30D | +3.4% | -15.0% | +18.4% | +4.8% |
| 3M | +0.1% | +1.7% | -1.6% | -0.9% |
| 6M | +0.6% | +5.9% | -5.3% | -1.4% |
| YTD | +15.9% | +79.0% | -63.1% | +5.9% |
| 1Y | +9.5% | +84.7% | -75.1% | -0.4% |
| 3Y | +86.3% | -3.5% | +89.7% | +79.2% |
| 5Y | +51.7% | +4.9% | +46.8% | +40.7% |
| 10Y | +623.8% | +17.7% | +606.1% | +412.5% |
| All | +273,029.3% | +449.9% | +272,579.3% | +111,785.6% |
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