+866.3%
AMZN vs Z
+25.1%
+841.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -2.3% |
| 30D | -5.2% | -4.2% | -1.0% | -4.5% |
| 3M | +1.9% | -3.7% | +5.6% | +2.3% |
| 6M | +19.2% | -24.5% | +43.7% | +25.5% |
| YTD | +12.0% | -49.3% | +61.3% | +27.7% |
| 1Y | +9.7% | -58.7% | +68.4% | +30.2% |
| 3Y | +87.2% | -34.1% | +121.3% | +94.6% |
| 5Y | +48.7% | -64.5% | +113.2% | +61.8% |
| 10Y | +569.3% | -0.5% | +569.8% | +463.1% |
| All | +866.3% | +25.1% | +841.2% | +630.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling