+44.9%
AMZN vs EXE
+100.7%
-55.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -9.2% | -0.4% | -8.9% | -9.2% |
| 3M | +3.4% | +9.5% | -6.1% | +1.7% |
| 6M | +18.2% | -9.3% | +27.6% | +19.9% |
| YTD | +9.3% | -10.9% | +20.3% | +10.9% |
| 1Y | +5.9% | +4.3% | +1.6% | +3.9% |
| 3Y | +82.6% | +18.8% | +63.8% | +73.3% |
| 5Y | +44.9% | +101.4% | -56.5% | +31.9% |
| All | +44.9% | +100.7% | -55.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling