+6.7%
AMZN vs SMR
-87.0%
+93.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +6.4% |
| 7D | +4.5% | -9.5% | +14.0% | +5.0% |
| 30D | +5.8% | -33.2% | +39.0% | +8.2% |
| 3M | -4.1% | -45.9% | +41.8% | -1.2% |
| 6M | -2.2% | -57.9% | +55.7% | +1.6% |
| YTD | +15.3% | -63.8% | +79.1% | +19.8% |
| 1Y | +6.7% | -85.6% | +92.3% | +19.0% |
| All | +6.7% | -87.0% | +93.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling