-5.7%
AMZN vs EXC
-0.6%
-5.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.8% |
| 7D | +7.9% | -1.2% | +9.1% | +7.5% |
| 30D | -0.2% | +10.0% | -10.2% | +1.7% |
| 3M | -4.8% | +1.6% | -6.4% | -4.2% |
| 6M | -5.7% | +3.3% | -9.0% | -5.5% |
| All | -5.7% | -0.6% | -5.1% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling