+49.3%
AMZN vs Z
-55.0%
+104.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.8% | +1.8% |
| 7D | +8.7% | -5.2% | +13.8% | +10.1% |
| 30D | +1.7% | +5.7% | -4.0% | -0.9% |
| 3M | -2.8% | -8.7% | +6.0% | -1.5% |
| 6M | -2.1% | -26.0% | +23.9% | +5.2% |
| YTD | +15.6% | -55.0% | +70.7% | +43.4% |
| 1Y | +9.2% | -58.0% | +67.2% | +38.0% |
| 3Y | +89.9% | -15.2% | +105.0% | +74.5% |
| 5Y | +49.3% | -53.8% | +103.1% | +47.0% |
| All | +49.3% | -55.0% | +104.3% | +47.0% |
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