+6.7%
AMZN vs XLF
+15.8%
-9.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.5% | +2.6% | +3.9% |
| 7D | +4.5% | +5.5% | -1.0% | +1.1% |
| 30D | +5.8% | +9.9% | -4.1% | -0.4% |
| 3M | -4.1% | +2.6% | -6.7% | -5.5% |
| 6M | -2.2% | +15.6% | -17.8% | -10.9% |
| YTD | +15.3% | +9.4% | +5.8% | +7.6% |
| 1Y | +6.7% | +14.7% | -8.0% | -4.7% |
| All | +6.7% | +15.8% | -9.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling