+69.9%
AMZN vs SMR
-14.3%
+84.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.7% | +17.6% | +2.9% |
| 7D | -0.7% | -11.2% | +10.6% | -0.1% |
| 30D | -3.9% | -10.2% | +6.3% | -3.6% |
| 3M | +6.3% | -10.0% | +16.4% | +6.3% |
| 6M | +20.8% | -30.5% | +51.2% | +21.9% |
| YTD | +11.2% | -39.2% | +50.5% | +12.6% |
| 1Y | +11.7% | -75.5% | +87.2% | +18.6% |
| 3Y | +79.4% | +45.4% | +34.0% | +64.3% |
| All | +69.9% | -14.3% | +84.2% | +59.1% |
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