+629.7%
AMZN vs ECL
+196.4%
+433.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +3.2% | +8.6% | -5.4% | -0.6% |
| 3M | -2.6% | +7.9% | -10.5% | -6.0% |
| 6M | -0.7% | +21.0% | -21.7% | -9.4% |
| YTD | +17.4% | +17.5% | -0.2% | +8.0% |
| 1Y | +9.0% | +19.7% | -10.6% | -0.5% |
| 3Y | +88.7% | +77.4% | +11.3% | +40.6% |
| 5Y | +55.6% | +38.7% | +16.9% | +24.3% |
| 10Y | +629.7% | +193.5% | +436.2% | +295.8% |
| All | +629.7% | +196.4% | +433.3% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling