+47.3%
AMZN vs SO
+58.2%
-10.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.2% | -4.6% | -0.6% | -4.8% |
| 3M | +1.9% | -3.0% | +4.9% | +2.0% |
| 6M | +19.2% | -8.3% | +27.5% | +20.1% |
| YTD | +12.0% | +3.5% | +8.5% | +11.2% |
| 1Y | +9.7% | -0.9% | +10.6% | +9.3% |
| 3Y | +87.2% | +45.4% | +41.8% | +61.5% |
| All | +47.3% | +58.2% | -10.9% | +26.0% |
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