+272,232.7%
AMZN vs UL
+872.4%
+271,360.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | +5.0% | +4.5% | +0.4% | +3.0% |
| 3M | +0.6% | +6.5% | -5.9% | -2.1% |
| 6M | -1.3% | +18.2% | -19.4% | -8.2% |
| YTD | +15.5% | +4.7% | +10.8% | +11.9% |
| 1Y | +12.2% | +0.8% | +11.5% | +10.2% |
| 3Y | +87.0% | +35.9% | +51.1% | +59.1% |
| 5Y | +51.3% | +33.4% | +17.9% | +27.8% |
| 10Y | +621.7% | +106.9% | +514.8% | +388.3% |
| All | +272,232.7% | +872.4% | +271,360.3% | +75,617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling