+76.4%
AMZN vs SMR
-53.6%
+130.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +2.8% | -8.3% | +11.1% | +3.4% |
| 30D | +5.0% | -20.1% | +25.0% | +6.2% |
| 3M | +0.6% | -52.7% | +53.3% | +4.8% |
| 6M | -1.3% | -61.0% | +59.8% | +3.6% |
| YTD | +15.5% | -67.1% | +82.6% | +21.1% |
| 1Y | +12.2% | -79.9% | +92.1% | +21.1% |
| 3Y | +87.0% | +101.7% | -14.7% | +62.0% |
| All | +76.4% | -53.6% | +130.1% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling