+641.7%
AMZN vs Z
-16.5%
+658.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +5.0% | +5.2% | -0.2% | +3.1% |
| 3M | +0.6% | -17.0% | +17.6% | +3.7% |
| 6M | -1.3% | -22.7% | +21.4% | +3.0% |
| YTD | +15.5% | -56.3% | +71.8% | +35.4% |
| 1Y | +12.2% | -57.7% | +69.9% | +32.2% |
| 3Y | +87.0% | -16.5% | +103.6% | +83.1% |
| 5Y | +51.3% | -53.4% | +104.7% | +59.5% |
| All | +641.7% | -16.5% | +658.1% | +540.7% |
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