+51.7%
AMZN vs XLC
+41.0%
+10.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.6% |
| 7D | +2.8% | +3.1% | -0.3% | -0.9% |
| 30D | +3.4% | -4.2% | +7.6% | +8.9% |
| 3M | +0.1% | -2.1% | +2.2% | +2.1% |
| 6M | +0.6% | -6.6% | +7.2% | +8.9% |
| YTD | +15.9% | -7.8% | +23.7% | +27.2% |
| 1Y | +9.5% | -4.1% | +13.6% | +14.7% |
| 3Y | +86.3% | +62.6% | +23.7% | +4.1% |
| 5Y | +51.7% | +39.6% | +12.1% | -2.1% |
| All | +51.7% | +41.0% | +10.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling