+5,261.1%
AMZN vs VRSK
+585.1%
+4,676.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -2.7% | -7.7% | +5.0% | +0.7% |
| 30D | -7.5% | -2.8% | -4.7% | -6.6% |
| 3M | +5.8% | -3.7% | +9.5% | +6.0% |
| 6M | +17.5% | -12.8% | +30.3% | +21.9% |
| YTD | +9.1% | -21.0% | +30.1% | +17.9% |
| 1Y | +9.4% | -32.5% | +41.8% | +26.6% |
| 3Y | +82.2% | -26.5% | +108.8% | +96.0% |
| 5Y | +45.2% | -11.5% | +56.7% | +40.5% |
| 10Y | +562.7% | +125.7% | +437.1% | +299.1% |
| All | +5,261.1% | +585.1% | +4,676.0% | +1,882.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 all: compounded portfolio wealth divided by compounded VRSK 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…
all analysis · Full analysis span regression · 6 months rolling