+553.0%
AMZN vs EL
+25.3%
+527.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | -2.7% | -4.4% | +1.6% | -1.4% |
| 30D | -7.5% | +10.3% | -17.8% | -10.7% |
| 3M | +5.8% | +13.4% | -7.5% | +1.0% |
| 6M | +17.5% | +3.1% | +14.4% | +14.5% |
| YTD | +9.1% | -6.9% | +16.0% | +8.5% |
| 1Y | +9.4% | +11.9% | -2.5% | +1.5% |
| 3Y | +82.2% | -33.8% | +116.0% | +88.8% |
| 5Y | +45.2% | -69.0% | +114.2% | +105.7% |
| All | +553.0% | +25.3% | +527.7% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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