+49.3%
AMZN vs SO
+79.3%
-30.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.9% |
| 7D | +8.7% | -1.1% | +9.8% | +8.7% |
| 30D | +1.7% | +8.6% | -6.9% | +1.0% |
| 3M | -2.8% | +1.8% | -4.5% | -2.9% |
| 6M | -2.1% | +3.6% | -5.7% | -2.5% |
| YTD | +15.6% | +9.9% | +5.7% | +14.3% |
| 1Y | +9.2% | +5.7% | +3.5% | +8.4% |
| 3Y | +89.9% | +52.5% | +37.4% | +64.2% |
| 5Y | +49.3% | +77.3% | -28.0% | +31.3% |
| All | +49.3% | +79.3% | -30.0% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling