+88.7%
AMZN vs XLB
+46.3%
+42.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.6% |
| 7D | +8.0% | +0.5% | +7.6% | +7.8% |
| 30D | +3.2% | +6.9% | -3.7% | -0.9% |
| 3M | -2.6% | -0.2% | -2.4% | -2.5% |
| 6M | -0.7% | +3.3% | -4.0% | -3.2% |
| YTD | +17.4% | +18.0% | -0.7% | +2.7% |
| 1Y | +9.0% | +24.2% | -15.2% | -8.3% |
| 3Y | +88.7% | +44.7% | +44.0% | +47.0% |
| All | +88.7% | +46.3% | +42.4% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling