+641.7%
AMZN vs EXC
+205.3%
+436.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +2.8% | +1.4% | +1.5% | +2.6% |
| 30D | +5.0% | +8.6% | -3.6% | +3.1% |
| 3M | +0.6% | +2.4% | -1.8% | 0.0% |
| 6M | -1.3% | +6.5% | -7.7% | -2.9% |
| YTD | +15.5% | +9.0% | +6.5% | +12.8% |
| 1Y | +12.2% | +4.6% | +7.7% | +10.5% |
| 3Y | +87.0% | +33.5% | +53.5% | +70.2% |
| 5Y | +51.3% | +41.4% | +9.9% | +35.1% |
| All | +641.7% | +205.3% | +436.4% | +436.6% |
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