+75.5%
AMZN vs U
-31.3%
+106.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -1.5% |
| 7D | +7.9% | +36.6% | -28.7% | +0.5% |
| 30D | -0.2% | +13.3% | -13.6% | -3.4% |
| 3M | -4.8% | +26.2% | -30.9% | -10.2% |
| 6M | -5.7% | +88.7% | -94.5% | -19.4% |
| YTD | +12.3% | +16.6% | -4.2% | +3.4% |
| 1Y | +6.7% | +29.0% | -22.3% | -4.5% |
| 3Y | +85.6% | +99.5% | -13.9% | +36.0% |
| 5Y | +47.4% | -66.1% | +113.5% | +41.9% |
| All | +75.5% | -31.3% | +106.9% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling