+5.9%
AMZN vs SO
+0.6%
+5.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -2.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -9.2% | -2.5% | -6.8% | -9.8% |
| 3M | +3.4% | -4.2% | +7.5% | +2.3% |
| 6M | +18.2% | -7.7% | +25.9% | +15.4% |
| YTD | +9.3% | +3.8% | +5.6% | +14.0% |
| 1Y | +5.9% | +0.1% | +5.9% | +4.3% |
| All | +5.9% | +0.6% | +5.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling