+89.9%
AMZN vs Z
-19.5%
+109.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.8% | +2.2% |
| 7D | +8.7% | -5.2% | +13.8% | +9.7% |
| 30D | +1.7% | +5.7% | -4.0% | 0.0% |
| 3M | -2.8% | -8.7% | +6.0% | -1.7% |
| 6M | -2.1% | -26.0% | +23.9% | +2.9% |
| YTD | +15.6% | -55.0% | +70.7% | +34.0% |
| 1Y | +9.2% | -58.0% | +67.2% | +28.2% |
| 3Y | +89.9% | -15.2% | +105.0% | +99.9% |
| All | +89.9% | -19.5% | +109.4% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling