+643.8%
AMZN vs EXPE
+126.2%
+517.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +2.8% | -4.2% | +7.0% | +3.7% |
| 30D | +3.4% | -4.5% | +8.0% | +3.9% |
| 3M | +0.1% | -19.7% | +19.8% | +4.2% |
| 6M | +0.6% | +18.3% | -17.7% | -4.5% |
| YTD | +15.9% | -7.3% | +23.2% | +14.9% |
| 1Y | +9.5% | -3.9% | +13.4% | +7.5% |
| 3Y | +86.3% | +123.0% | -36.7% | +45.3% |
| 5Y | +51.7% | +47.9% | +3.8% | +23.5% |
| All | +643.8% | +126.2% | +517.7% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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