+70.8%
AMZN vs U
-43.3%
+114.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -1.0% | +4.4% | -5.4% | -1.9% |
| 30D | -9.2% | -1.3% | -7.9% | -9.1% |
| 3M | +3.4% | +49.6% | -46.2% | -6.2% |
| 6M | +18.2% | +100.2% | -82.0% | -0.4% |
| YTD | +9.3% | -3.7% | +13.0% | +5.7% |
| 1Y | +5.9% | -6.5% | +12.4% | +1.9% |
| 3Y | +82.6% | +12.9% | +69.7% | +54.3% |
| 5Y | +44.9% | -68.3% | +113.2% | +43.0% |
| All | +70.8% | -43.3% | +114.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling