+56.3%
AMZN vs EXE
+182.2%
-125.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | -0.7% | -3.1% | +2.5% | -0.2% |
| 30D | -3.9% | -0.9% | -3.0% | -3.8% |
| 3M | +6.3% | +9.6% | -3.2% | +4.7% |
| 6M | +20.8% | -11.6% | +32.4% | +22.8% |
| YTD | +11.2% | -12.6% | +23.8% | +13.0% |
| 1Y | +11.7% | +1.2% | +10.5% | +10.3% |
| 3Y | +79.4% | +18.0% | +61.4% | +71.4% |
| 5Y | +48.0% | +101.1% | -53.1% | +37.0% |
| All | +56.3% | +182.2% | -125.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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