+641.7%
AMZN vs USFR
+28.6%
+613.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.8% | +0.1% | +2.8% | +2.9% |
| 30D | +5.0% | +0.4% | +4.6% | +5.0% |
| 3M | +0.6% | +1.1% | -0.5% | +0.9% |
| 6M | -1.3% | +2.0% | -3.3% | -0.7% |
| YTD | +15.5% | +3.5% | +12.1% | +16.7% |
| 1Y | +12.2% | +4.1% | +8.2% | +13.5% |
| 3Y | +87.0% | +14.4% | +72.7% | +95.1% |
| 5Y | +51.3% | +21.4% | +29.9% | +61.2% |
| All | +641.7% | +28.6% | +613.1% | +709.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling