+272,508.4%
AMZN vs ECL
+4,101.2%
+268,407.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.8% |
| 7D | +8.7% | -0.5% | +9.2% | +9.0% |
| 30D | +1.7% | +8.8% | -7.1% | -3.2% |
| 3M | -2.8% | +7.8% | -10.6% | -7.0% |
| 6M | -2.1% | +21.3% | -23.4% | -12.9% |
| YTD | +15.6% | +17.8% | -2.1% | +4.0% |
| 1Y | +9.2% | +21.1% | -11.9% | -3.4% |
| 3Y | +89.9% | +80.1% | +9.8% | +30.8% |
| 5Y | +49.3% | +40.5% | +8.8% | +18.0% |
| 10Y | +591.6% | +197.7% | +393.9% | +217.3% |
| All | +272,508.4% | +4,101.2% | +268,407.2% | +19,917.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling