+13,953.2%
AMZN vs EXPE
+723.5%
+13,229.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +5.0% | -6.1% | +11.0% | +6.1% |
| 3M | +0.6% | -21.3% | +21.9% | +7.0% |
| 6M | -1.3% | +19.0% | -20.3% | -8.4% |
| YTD | +15.5% | -8.4% | +23.9% | +14.2% |
| 1Y | +12.2% | -2.8% | +15.0% | +8.6% |
| 3Y | +87.0% | +120.8% | -33.7% | +32.0% |
| 5Y | +51.3% | +46.2% | +5.1% | +17.2% |
| 10Y | +621.7% | +123.8% | +497.8% | +315.5% |
| All | +13,953.2% | +723.5% | +13,229.7% | +3,165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling