+67.0%
AMZN vs SMR
+7.6%
+59.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | -1.0% | +13.1% | -14.1% | -1.9% |
| 30D | -9.2% | +17.8% | -27.0% | -10.4% |
| 3M | +3.4% | +8.1% | -4.7% | +2.3% |
| 6M | +18.2% | -11.1% | +29.3% | +17.6% |
| YTD | +9.3% | -23.7% | +33.1% | +9.2% |
| 1Y | +5.9% | -69.4% | +75.4% | +11.0% |
| 3Y | +82.6% | +82.6% | 0.0% | +65.0% |
| All | +67.0% | +7.6% | +59.4% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling