+190.4%
AMZN vs XLC
+142.6%
+47.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.9% |
| 7D | -2.7% | -1.7% | -1.0% | -0.9% |
| 30D | -7.5% | +0.2% | -7.7% | -7.7% |
| 3M | +5.8% | +0.7% | +5.1% | +5.1% |
| 6M | +17.5% | -4.5% | +22.0% | +23.7% |
| YTD | +9.1% | -4.7% | +13.9% | +15.2% |
| 1Y | +9.4% | -1.5% | +10.9% | +11.4% |
| 3Y | +82.2% | +72.2% | +10.0% | +3.2% |
| 5Y | +45.2% | +39.3% | +5.9% | +2.0% |
| All | +190.4% | +142.6% | +47.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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