+45.8%
AMZN vs T
+66.9%
-21.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.8% | -1.5% | +2.3% | +1.0% |
| 30D | -6.4% | +7.6% | -14.0% | -7.0% |
| 3M | +4.8% | +15.3% | -10.5% | +3.3% |
| 6M | +20.5% | -8.5% | +29.0% | +21.6% |
| YTD | +11.3% | +6.8% | +4.6% | +10.2% |
| 1Y | +9.0% | -7.2% | +16.2% | +9.9% |
| 3Y | +85.9% | +108.2% | -22.3% | +52.8% |
| 5Y | +45.8% | +66.1% | -20.3% | +34.3% |
| All | +45.8% | +66.9% | -21.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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