+13,201.7%
AMZN vs XBI
+921.6%
+12,280.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.0% |
| 7D | -1.0% | -3.6% | +2.6% | +0.9% |
| 30D | -9.2% | +0.9% | -10.1% | -9.9% |
| 3M | +3.4% | +21.4% | -18.1% | -7.5% |
| 6M | +18.2% | +25.5% | -7.3% | +3.6% |
| YTD | +9.3% | +30.8% | -21.5% | -6.7% |
| 1Y | +5.9% | +68.6% | -62.6% | -21.3% |
| 3Y | +82.6% | +103.9% | -21.3% | +18.8% |
| 5Y | +44.9% | +20.8% | +24.1% | +20.8% |
| 10Y | +564.1% | +164.0% | +400.1% | +226.2% |
| All | +13,201.7% | +921.6% | +12,280.1% | +1,728.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling