+11,232.2%
AMZN vs EXEL
+336.4%
+10,895.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +0.6% | +36.3% | -35.8% | -4.9% |
| 6M | -1.3% | +34.5% | -35.8% | -6.8% |
| YTD | +15.5% | +57.4% | -41.9% | +5.7% |
| 1Y | +12.2% | +62.9% | -50.7% | +1.9% |
| 3Y | +87.0% | +229.5% | -142.5% | +46.0% |
| 5Y | +51.3% | +281.2% | -229.9% | +14.2% |
| 10Y | +621.7% | +320.7% | +300.9% | +391.1% |
| All | +11,232.2% | +336.4% | +10,895.8% | +3,784.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling