+11.7%
AMZN vs XLF
+9.3%
+2.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | -0.7% | -1.5% | +0.8% | +0.3% |
| 30D | -3.9% | -1.2% | -2.8% | -3.2% |
| 3M | +6.3% | +9.2% | -2.9% | +0.5% |
| 6M | +20.8% | +16.3% | +4.4% | +8.9% |
| YTD | +11.2% | +5.4% | +5.8% | +6.4% |
| 1Y | +11.7% | +7.6% | +4.1% | +4.6% |
| All | +11.7% | +9.3% | +2.4% | +4.6% |
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