+13,953.2%
AMZN vs XHB
+172.3%
+13,780.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +2.8% | -0.2% | +3.1% | +2.9% |
| 30D | +5.0% | +9.9% | -5.0% | -0.4% |
| 3M | +0.6% | -6.3% | +6.9% | +3.4% |
| 6M | -1.3% | +3.8% | -5.1% | -4.4% |
| YTD | +15.5% | +0.1% | +15.4% | +12.9% |
| 1Y | +12.2% | -0.8% | +13.0% | +10.1% |
| 3Y | +87.0% | +35.6% | +51.4% | +51.2% |
| 5Y | +51.3% | +29.6% | +21.7% | +25.3% |
| 10Y | +621.7% | +237.5% | +384.2% | +246.1% |
| All | +13,953.2% | +172.3% | +13,780.9% | +6,028.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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