+57.3%
AMZN vs EXE
+191.4%
-134.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -5.2% | +8.5% | -13.6% | -6.4% |
| 3M | +1.9% | +5.5% | -3.6% | +0.9% |
| 6M | +19.2% | -5.9% | +25.1% | +20.0% |
| YTD | +12.0% | -9.7% | +21.7% | +13.2% |
| 1Y | +9.7% | +3.6% | +6.1% | +8.0% |
| 3Y | +87.2% | +18.0% | +69.1% | +78.8% |
| 5Y | +48.7% | +109.4% | -60.8% | +36.9% |
| All | +57.3% | +191.4% | -134.1% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling