+45.2%
AMZN vs XLF
+62.9%
-17.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -2.7% | -2.9% | +0.2% | 0.0% |
| 30D | -7.5% | -1.6% | -5.9% | -6.1% |
| 3M | +5.8% | +9.3% | -3.4% | -2.9% |
| 6M | +17.5% | +14.6% | +2.9% | +2.9% |
| YTD | +9.1% | +4.7% | +4.4% | +4.0% |
| 1Y | +9.4% | +8.6% | +0.7% | +0.3% |
| 3Y | +82.2% | +73.9% | +8.4% | +3.0% |
| 5Y | +45.2% | +65.0% | -19.8% | -13.8% |
| All | +45.2% | +62.9% | -17.7% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling