+45.8%
AMZN vs EXPD
+60.9%
-15.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | -6.4% | +4.1% | -10.4% | -8.0% |
| 3M | +4.8% | +13.8% | -9.0% | -1.2% |
| 6M | +20.5% | +27.3% | -6.8% | +7.5% |
| YTD | +11.3% | +25.4% | -14.1% | -1.2% |
| 1Y | +9.0% | +54.4% | -45.4% | -13.5% |
| 3Y | +85.9% | +67.9% | +18.0% | +37.1% |
| 5Y | +45.8% | +59.2% | -13.4% | +2.9% |
| All | +45.8% | +60.9% | -15.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling