+263,909.3%
AMZN vs EL
+1,091.0%
+262,818.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -1.2% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -5.2% | +19.8% | -25.0% | -11.8% |
| 3M | +1.9% | +25.7% | -23.8% | -7.0% |
| 6M | +19.2% | +5.4% | +13.8% | +14.6% |
| YTD | +12.0% | +0.2% | +11.8% | +8.2% |
| 1Y | +9.7% | +20.4% | -10.8% | -1.9% |
| 3Y | +87.2% | -32.1% | +119.3% | +90.2% |
| 5Y | +48.7% | -67.2% | +115.8% | +99.6% |
| 10Y | +569.3% | +31.7% | +537.6% | +394.2% |
| All | +263,909.3% | +1,091.0% | +262,818.4% | +55,418.5% |
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 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