AMZN excess monthly returns

amzn_returns.py

import yfinance as yf
import pandas as pd

amzn = yf.Ticker("AMZN")
hist = amzn.history(period="max", auto_adjust=True, rounding=False)
price = hist[["Close"]]
monthly_price = price.resample('BM').last()


# calculate monthly returns
monthly_returns = monthly_price.pct_change().dropna()

# calculate excess monthly returns
excess_returns = (monthly_returns['Close'] - factors['RF']).dropna()

# calculate cumulative sum of monthly returns
excess_returns_cum = excess_returns.cumsum()
excess_returns_cum.plot.line()