+13,523.7%
AMZN vs XHB
+173.9%
+13,349.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.6% |
| 7D | -3.0% | -1.3% | -1.7% | -2.3% |
| 30D | -5.2% | -6.9% | +1.7% | -1.7% |
| 3M | +1.9% | -1.3% | +3.1% | +1.9% |
| 6M | +19.2% | -6.8% | +26.0% | +22.3% |
| YTD | +12.0% | +0.7% | +11.3% | +9.7% |
| 1Y | +9.7% | -11.2% | +20.9% | +14.3% |
| 3Y | +87.2% | +25.3% | +61.8% | +58.6% |
| 5Y | +48.7% | +37.3% | +11.3% | +20.2% |
| 10Y | +569.3% | +211.5% | +357.8% | +235.9% |
| All | +13,523.7% | +173.9% | +13,349.8% | +5,854.7% |
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