+87.5%
AMZN vs EXC
+21.5%
+66.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.4% |
| 7D | -3.0% | +0.3% | -3.3% | -2.9% |
| 30D | -5.2% | -3.7% | -1.5% | -5.9% |
| 3M | +1.9% | -1.3% | +3.1% | +1.7% |
| 6M | +19.2% | -9.7% | +28.9% | +17.0% |
| YTD | +12.0% | +2.9% | +9.1% | +13.3% |
| 1Y | +9.7% | +4.4% | +5.3% | +11.3% |
| All | +87.5% | +21.5% | +66.0% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling