+45.8%
AMZN vs XLB
+35.6%
+10.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.2% |
| 7D | +0.8% | -0.2% | +1.1% | +1.0% |
| 30D | -6.4% | -1.7% | -4.6% | -5.0% |
| 3M | +4.8% | +4.4% | +0.4% | +0.1% |
| 6M | +20.5% | +5.0% | +15.5% | +14.2% |
| YTD | +11.3% | +15.5% | -4.1% | -4.1% |
| 1Y | +9.0% | +14.9% | -6.0% | -6.0% |
| 3Y | +85.9% | +34.5% | +51.4% | +35.3% |
| 5Y | +45.8% | +36.5% | +9.2% | +6.6% |
| All | +45.8% | +35.6% | +10.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling