+564.1%
AMZN vs XLB
+158.8%
+405.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -1.0% | -2.9% | +1.9% | +0.9% |
| 30D | -9.2% | -3.4% | -5.9% | -7.2% |
| 3M | +3.4% | +1.6% | +1.8% | +1.7% |
| 6M | +18.2% | +3.6% | +14.6% | +14.7% |
| YTD | +9.3% | +14.2% | -4.9% | -1.1% |
| 1Y | +5.9% | +15.6% | -9.6% | -5.0% |
| 3Y | +82.6% | +33.1% | +49.5% | +48.6% |
| 5Y | +44.9% | +35.1% | +9.8% | +18.0% |
| 10Y | +564.1% | +164.5% | +399.5% | +264.4% |
| All | +564.1% | +158.8% | +405.3% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling