+37,801.1%
AMZN vs SNY
+241.9%
+37,559.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.7% | -3.3% | +2.7% | +0.7% |
| 30D | -3.9% | -2.2% | -1.8% | -3.1% |
| 3M | +6.3% | -3.0% | +9.4% | +7.4% |
| 6M | +20.8% | +2.7% | +18.0% | +18.9% |
| YTD | +11.2% | -6.8% | +18.1% | +13.6% |
| 1Y | +11.7% | -5.3% | +16.9% | +12.9% |
| 3Y | +79.4% | -9.8% | +89.2% | +75.6% |
| 5Y | +48.0% | +9.7% | +38.4% | +29.5% |
| 10Y | +575.6% | +64.5% | +511.1% | +367.1% |
| All | +37,801.1% | +241.9% | +37,559.2% | +15,628.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling