+11,211.3%
AMZN vs EXEL
+347.1%
+10,864.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +0.1% | -2.8% | +2.9% | +0.5% |
| 30D | +2.6% | +18.2% | -15.6% | -0.5% |
| 3M | -2.2% | +37.7% | -40.0% | -7.7% |
| 6M | -1.0% | +42.2% | -43.3% | -7.5% |
| YTD | +15.3% | +61.3% | -46.0% | +5.0% |
| 1Y | +6.9% | +64.5% | -57.6% | -3.1% |
| 3Y | +85.4% | +236.7% | -151.3% | +44.2% |
| 5Y | +53.3% | +296.3% | -243.0% | +14.9% |
| 10Y | +620.3% | +331.1% | +289.2% | +388.2% |
| All | +11,211.3% | +347.1% | +10,864.2% | +3,761.3% |
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