+47.5%
AMZN vs VMC
+53.2%
-5.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | -6.4% | -9.1% | +2.7% | -1.6% |
| 3M | +4.8% | -4.1% | +8.9% | +6.0% |
| 6M | +20.5% | -5.5% | +26.1% | +22.3% |
| YTD | +11.3% | -8.9% | +20.2% | +13.5% |
| 1Y | +9.0% | -12.9% | +21.9% | +13.7% |
| 3Y | +85.9% | +22.1% | +63.8% | +50.1% |
| All | +47.5% | +53.2% | -5.7% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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