+45.8%
AMZN vs EXPE
+89.5%
-43.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +1.8% |
| 7D | +0.8% | -9.8% | +10.6% | +3.8% |
| 30D | -6.4% | -11.5% | +5.1% | -3.1% |
| 3M | +4.8% | +21.7% | -16.9% | -2.2% |
| 6M | +20.5% | +10.4% | +10.1% | +15.1% |
| YTD | +11.3% | -2.5% | +13.9% | +9.4% |
| 1Y | +9.0% | +27.3% | -18.4% | -3.1% |
| 3Y | +85.9% | +153.5% | -67.6% | +21.7% |
| 5Y | +45.8% | +91.1% | -45.3% | +3.5% |
| All | +45.8% | +89.5% | -43.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling