+88.7%
AMZN vs EXPE
+126.3%
-37.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +8.0% | -11.2% | +19.2% | +10.4% |
| 30D | +3.2% | -7.5% | +10.7% | +4.3% |
| 3M | -2.6% | -19.1% | +16.5% | +0.9% |
| 6M | -0.7% | +10.7% | -11.4% | -4.1% |
| YTD | +17.4% | -9.9% | +27.3% | +17.2% |
| 1Y | +9.0% | -4.6% | +13.7% | +7.3% |
| 3Y | +88.7% | +116.8% | -28.1% | +51.2% |
| All | +88.7% | +126.3% | -37.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling