+6.7%
AMZN vs XBI
+47.5%
-40.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.7% | +3.5% | +5.5% |
| 7D | +4.5% | +1.0% | +3.5% | +4.2% |
| 30D | +5.8% | +1.9% | +4.0% | +5.1% |
| 3M | -4.1% | +4.8% | -8.9% | -5.4% |
| 6M | -2.2% | +19.3% | -21.5% | -7.5% |
| YTD | +15.3% | +30.6% | -15.4% | +6.1% |
| 1Y | +6.7% | +47.9% | -41.2% | -6.5% |
| All | +6.7% | +47.5% | -40.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling