+87.0%
AMZN vs XLC
+65.1%
+21.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -1.5% |
| 7D | +2.8% | +3.7% | -0.9% | -1.5% |
| 30D | +5.0% | -1.9% | +6.9% | +7.3% |
| 3M | +0.6% | -3.1% | +3.7% | +3.9% |
| 6M | -1.3% | -6.4% | +5.1% | +6.3% |
| YTD | +15.5% | -6.8% | +22.4% | +25.1% |
| 1Y | +12.2% | -1.7% | +13.9% | +13.8% |
| 3Y | +87.0% | +64.7% | +22.3% | +6.0% |
| All | +87.0% | +65.1% | +21.9% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling