+9.0%
AMZN vs EXC
+4.7%
+4.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.4% |
| 7D | +0.8% | +1.2% | -0.4% | +1.1% |
| 30D | -6.4% | -2.7% | -3.7% | -7.0% |
| 3M | +4.8% | -1.0% | +5.8% | +4.6% |
| 6M | +20.5% | -9.3% | +29.8% | +17.5% |
| YTD | +11.3% | +3.6% | +7.7% | +14.8% |
| 1Y | +9.0% | +5.9% | +3.0% | +14.7% |
| All | +9.0% | +4.7% | +4.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling