+79.6%
AMZN vs UL
+23.6%
+55.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.7% |
| 7D | +0.8% | -1.3% | +2.1% | +0.7% |
| 30D | -6.4% | +0.9% | -7.3% | -6.3% |
| 3M | +4.8% | +14.2% | -9.4% | +5.9% |
| 6M | +20.5% | -3.2% | +23.7% | +19.2% |
| YTD | +11.3% | -0.3% | +11.7% | +10.6% |
| 1Y | +9.0% | -8.8% | +17.7% | +6.8% |
| All | +79.6% | +23.6% | +55.9% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling