+263,909.3%
AMZN vs UL
+835.4%
+263,073.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.0% | -1.3% | -1.6% | -2.5% |
| 30D | -5.2% | +0.5% | -5.7% | -5.4% |
| 3M | +1.9% | +17.6% | -15.7% | -4.8% |
| 6M | +19.2% | -5.4% | +24.6% | +20.8% |
| YTD | +12.0% | +0.7% | +11.3% | +10.5% |
| 1Y | +9.7% | -9.3% | +18.9% | +12.2% |
| 3Y | +87.2% | +24.5% | +62.6% | +65.2% |
| 5Y | +48.7% | +23.2% | +25.4% | +29.9% |
| 10Y | +569.3% | +64.5% | +504.9% | +399.9% |
| All | +263,909.3% | +835.4% | +263,073.9% | +74,624.5% |
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