+45.8%
AMZN vs Z
-67.0%
+112.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.9% | +1.2% |
| 7D | +0.8% | -3.3% | +4.1% | +1.7% |
| 30D | -6.4% | -3.7% | -2.7% | -5.7% |
| 3M | +4.8% | -7.0% | +11.8% | +6.2% |
| 6M | +20.5% | -29.5% | +50.0% | +31.1% |
| YTD | +11.3% | -52.6% | +63.9% | +34.7% |
| 1Y | +9.0% | -64.0% | +73.0% | +42.1% |
| 3Y | +85.9% | -36.4% | +122.3% | +95.3% |
| 5Y | +45.8% | -65.8% | +111.5% | +40.9% |
| All | +45.8% | -67.0% | +112.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling