+198.0%
AMZN vs XLC
+143.7%
+54.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +1.1% |
| 7D | -3.0% | -0.8% | -2.1% | -2.1% |
| 30D | -5.2% | +1.0% | -6.2% | -6.3% |
| 3M | +1.9% | -0.7% | +2.6% | +2.8% |
| 6M | +19.2% | -5.1% | +24.4% | +26.5% |
| YTD | +12.0% | -4.3% | +16.3% | +17.7% |
| 1Y | +9.7% | -0.6% | +10.2% | +10.6% |
| 3Y | +87.2% | +72.7% | +14.5% | +5.7% |
| 5Y | +48.7% | +38.0% | +10.7% | +5.3% |
| All | +198.0% | +143.7% | +54.3% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling