+9,522.7%
AMZN vs XLB
+822.6%
+8,700.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.1% |
| 7D | -3.0% | -1.4% | -1.6% | -2.1% |
| 30D | -5.2% | -0.4% | -4.8% | -5.0% |
| 3M | +1.9% | +2.0% | -0.1% | 0.0% |
| 6M | +19.2% | +1.8% | +17.4% | +17.0% |
| YTD | +12.0% | +16.6% | -4.6% | +0.2% |
| 1Y | +9.7% | +16.9% | -7.3% | -2.3% |
| 3Y | +87.2% | +32.6% | +54.6% | +53.5% |
| 5Y | +48.7% | +35.6% | +13.0% | +21.6% |
| 10Y | +569.3% | +160.0% | +409.3% | +243.2% |
| All | +9,522.7% | +822.6% | +8,700.1% | +2,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling