+553.0%
AMZN vs USFR
+28.0%
+525.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -7.5% | +0.3% | -7.8% | -7.4% |
| 3M | +5.8% | +1.0% | +4.9% | +6.1% |
| 6M | +17.5% | +1.9% | +15.6% | +18.1% |
| YTD | +9.1% | +2.7% | +6.5% | +9.9% |
| 1Y | +9.4% | +4.0% | +5.4% | +10.3% |
| 3Y | +82.2% | +14.1% | +68.2% | +89.1% |
| 5Y | +45.2% | +20.5% | +24.7% | +53.3% |
| All | +553.0% | +28.0% | +525.0% | +606.4% |
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