+564.1%
AMZN vs Z
-5.7%
+569.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -1.0% | -7.1% | +6.0% | +0.6% |
| 30D | -9.2% | -4.8% | -4.5% | -8.5% |
| 3M | +3.4% | -9.3% | +12.7% | +5.1% |
| 6M | +18.2% | -29.0% | +47.2% | +26.2% |
| YTD | +9.3% | -52.9% | +62.2% | +27.2% |
| 1Y | +5.9% | -63.1% | +69.1% | +29.6% |
| 3Y | +82.6% | -36.9% | +119.5% | +91.7% |
| 5Y | +44.9% | -65.5% | +110.4% | +58.8% |
| 10Y | +564.1% | -3.9% | +567.9% | +466.2% |
| All | +564.1% | -5.7% | +569.8% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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