+44.9%
AMZN vs USFR
+20.4%
+24.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -9.2% | +0.3% | -9.5% | -9.5% |
| 3M | +3.4% | +1.0% | +2.4% | +2.6% |
| 6M | +18.2% | +1.9% | +16.3% | +16.3% |
| YTD | +9.3% | +2.7% | +6.7% | +6.5% |
| 1Y | +5.9% | +4.0% | +2.0% | +1.1% |
| 3Y | +82.6% | +14.0% | +68.6% | +63.1% |
| 5Y | +44.9% | +20.4% | +24.5% | +23.1% |
| All | +44.9% | +20.4% | +24.5% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling