+1,111.8%
AMZN vs TRU
+243.6%
+868.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +5.0% | +21.3% | -16.4% | -3.2% |
| 3M | +0.6% | +0.2% | +0.3% | -0.7% |
| 6M | -1.3% | +22.4% | -23.7% | -10.8% |
| YTD | +15.5% | -4.8% | +20.4% | +13.5% |
| 1Y | +12.2% | -0.2% | +12.4% | +7.9% |
| 3Y | +87.0% | +57.9% | +29.1% | +40.9% |
| 5Y | +51.3% | -26.1% | +77.4% | +52.2% |
| 10Y | +621.7% | +184.8% | +436.9% | +330.2% |
| All | +1,111.8% | +243.6% | +868.2% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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