+79.4%
AMZN vs SNY
-9.6%
+89.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.7% | -3.3% | +2.7% | -0.8% |
| 30D | -3.9% | -2.2% | -1.8% | -4.0% |
| 3M | +6.3% | -3.0% | +9.4% | +6.2% |
| 6M | +20.8% | +2.7% | +18.0% | +21.1% |
| YTD | +11.2% | -6.8% | +18.1% | +10.7% |
| 1Y | +11.7% | -5.3% | +16.9% | +11.4% |
| 3Y | +79.4% | -9.8% | +89.2% | +80.3% |
| All | +79.4% | -9.6% | +89.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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