+641.7%
AMZN vs EXEL
+320.7%
+320.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +2.8% | -0.8% | +3.7% | +3.0% |
| 30D | +5.0% | +13.1% | -8.2% | +2.6% |
| 3M | +0.6% | +36.3% | -35.8% | -5.1% |
| 6M | -1.3% | +34.5% | -35.8% | -7.0% |
| YTD | +15.5% | +57.4% | -41.9% | +5.2% |
| 1Y | +12.2% | +62.9% | -50.7% | +1.4% |
| 3Y | +87.0% | +229.5% | -142.5% | +42.1% |
| 5Y | +51.3% | +281.2% | -229.9% | +10.5% |
| All | +641.7% | +320.7% | +320.9% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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