+272,508.4%
AMZN vs SO
+2,639.7%
+269,868.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.6% |
| 7D | +8.7% | -1.1% | +9.8% | +8.9% |
| 30D | +1.7% | +8.6% | -6.9% | -0.4% |
| 3M | -2.8% | +1.8% | -4.5% | -3.3% |
| 6M | -2.1% | +3.6% | -5.7% | -3.3% |
| YTD | +15.6% | +9.9% | +5.7% | +12.4% |
| 1Y | +9.2% | +5.7% | +3.5% | +7.1% |
| 3Y | +89.9% | +52.5% | +37.4% | +66.3% |
| 5Y | +49.3% | +77.3% | -28.0% | +25.3% |
| 10Y | +591.6% | +186.8% | +404.8% | +392.4% |
| All | +272,508.4% | +2,639.7% | +269,868.7% | +134,420.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling