+272,232.7%
AMZN vs EL
+1,181.4%
+271,051.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | +5.0% | +10.0% | -5.0% | +1.2% |
| 3M | +0.6% | +28.4% | -27.8% | -9.0% |
| 6M | -1.3% | +37.1% | -38.3% | -13.3% |
| YTD | +15.5% | +7.8% | +7.7% | +8.3% |
| 1Y | +12.2% | +26.0% | -13.8% | -1.0% |
| 3Y | +87.0% | +3.8% | +83.2% | +62.5% |
| 5Y | +51.3% | -65.2% | +116.5% | +98.7% |
| 10Y | +621.7% | +62.1% | +559.5% | +390.2% |
| All | +272,232.7% | +1,181.4% | +271,051.3% | +55,457.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling