+9.4%
AMZN vs EXE
+5.1%
+4.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | -7.5% | -0.8% | -6.7% | -7.5% |
| 3M | +5.8% | +10.0% | -4.2% | +5.7% |
| 6M | +17.5% | -6.3% | +23.9% | +17.9% |
| YTD | +9.1% | -10.7% | +19.8% | +10.4% |
| 1Y | +9.4% | +2.7% | +6.7% | +8.7% |
| All | +9.4% | +5.1% | +4.3% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling