+6,062.4%
AMZN vs TDY
+6,969.6%
-907.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.7% | -1.9% | -0.8% | -2.1% |
| 30D | -7.5% | -12.5% | +5.0% | -3.4% |
| 3M | +5.8% | -0.8% | +6.6% | +5.9% |
| 6M | +17.5% | -9.0% | +26.5% | +20.8% |
| YTD | +9.1% | +16.8% | -7.7% | +2.8% |
| 1Y | +9.4% | +9.5% | -0.1% | +5.1% |
| 3Y | +82.2% | +45.4% | +36.8% | +58.7% |
| 5Y | +45.2% | +37.8% | +7.4% | +28.8% |
| 10Y | +562.7% | +470.2% | +92.5% | +254.1% |
| All | +6,062.4% | +6,969.6% | -907.2% | +1,740.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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