+44.9%
AMZN vs UL
+19.6%
+25.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -9.2% | -0.6% | -8.6% | -9.1% |
| 3M | +3.4% | +9.4% | -6.1% | +1.5% |
| 6M | +18.2% | -4.1% | +22.4% | +18.7% |
| YTD | +9.3% | -2.0% | +11.3% | +9.1% |
| 1Y | +5.9% | -9.0% | +14.9% | +7.1% |
| 3Y | +82.6% | +21.8% | +60.8% | +66.1% |
| 5Y | +44.9% | +20.6% | +24.3% | +22.6% |
| All | +44.9% | +19.6% | +25.3% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling