+564.1%
AMZN vs EXC
+152.4%
+411.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -9.2% | -0.9% | -8.4% | -9.1% |
| 3M | +3.4% | -2.7% | +6.0% | +3.8% |
| 6M | +18.2% | -9.4% | +27.6% | +20.4% |
| YTD | +9.3% | +3.0% | +6.3% | +8.1% |
| 1Y | +5.9% | +5.1% | +0.8% | +4.0% |
| 3Y | +82.6% | +20.6% | +62.0% | +70.3% |
| 5Y | +44.9% | +45.7% | -0.8% | +27.5% |
| 10Y | +564.1% | +160.8% | +403.3% | +383.3% |
| All | +564.1% | +152.4% | +411.7% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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