+643.8%
AMZN vs EXPD
+336.9%
+306.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +2.8% | +3.6% | -0.8% | +1.2% |
| 30D | +3.4% | +0.3% | +3.1% | +3.1% |
| 3M | +0.1% | +6.1% | -6.0% | -2.7% |
| 6M | +0.6% | +27.4% | -26.7% | -10.0% |
| YTD | +15.9% | +32.0% | -16.1% | +0.4% |
| 1Y | +9.5% | +40.5% | -31.0% | -7.9% |
| 3Y | +86.3% | +75.7% | +10.6% | +37.4% |
| 5Y | +51.7% | +61.7% | -10.0% | +13.8% |
| All | +643.8% | +336.9% | +306.9% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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