+75.0%
AMZN vs U
-44.5%
+119.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -3.0% | -3.8% | +0.8% | -2.1% |
| 30D | -5.2% | +17.5% | -22.6% | -8.8% |
| 3M | +1.9% | +38.7% | -36.9% | -6.0% |
| 6M | +19.2% | +104.4% | -85.2% | 0.0% |
| YTD | +12.0% | -5.7% | +17.7% | +8.7% |
| 1Y | +9.7% | +3.7% | +6.0% | +2.8% |
| 3Y | +87.2% | +12.3% | +74.8% | +58.1% |
| 5Y | +48.7% | -68.8% | +117.5% | +47.3% |
| All | +75.0% | -44.5% | +119.4% | +44.1% |
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 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