+85.9%
AMZN vs EL
-30.9%
+116.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -6.4% | +15.5% | -21.9% | -8.8% |
| 3M | +4.8% | +20.6% | -15.8% | +1.3% |
| 6M | +20.5% | +10.5% | +10.1% | +17.4% |
| YTD | +11.3% | -1.9% | +13.2% | +10.0% |
| 1Y | +9.0% | +16.1% | -7.1% | +4.6% |
| 3Y | +85.9% | -30.2% | +116.1% | +87.9% |
| All | +85.9% | -30.9% | +116.8% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling