+50.9%
AMZN vs VMC
+43.6%
+7.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | +2.8% | -1.7% | +4.5% | +3.7% |
| 30D | +3.4% | +15.3% | -11.8% | -4.6% |
| 3M | +0.1% | +0.3% | -0.2% | -0.6% |
| 6M | +0.6% | +0.9% | -0.3% | -1.5% |
| YTD | +15.9% | -1.0% | +16.9% | +12.4% |
| 1Y | +9.5% | -4.3% | +13.8% | +8.4% |
| 3Y | +86.3% | +35.3% | +51.0% | +38.9% |
| All | +50.9% | +43.6% | +7.2% | -1.0% |
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