+87.0%
AMZN vs SMR
+125.1%
-38.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +2.8% | -8.3% | +11.1% | +3.3% |
| 30D | +5.0% | -20.1% | +25.0% | +6.1% |
| 3M | +0.6% | -52.7% | +53.3% | +4.5% |
| 6M | -1.3% | -61.0% | +59.8% | +3.2% |
| YTD | +15.5% | -67.1% | +82.6% | +20.8% |
| 1Y | +12.2% | -79.9% | +92.1% | +20.5% |
| 3Y | +87.0% | +101.7% | -14.7% | +80.7% |
| All | +87.0% | +125.1% | -38.1% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling