+85.9%
AMZN vs XLB
+34.9%
+51.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | -6.4% | -1.7% | -4.6% | -5.4% |
| 3M | +4.8% | +4.4% | +0.4% | +1.1% |
| 6M | +20.5% | +5.0% | +15.5% | +15.6% |
| YTD | +11.3% | +15.5% | -4.1% | -1.4% |
| 1Y | +9.0% | +14.9% | -6.0% | -3.3% |
| 3Y | +85.9% | +34.5% | +51.4% | +45.7% |
| All | +85.9% | +34.9% | +51.0% | +45.7% |
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