+9,465.4%
AMZN vs XLF
+412.0%
+9,053.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -6.4% | -0.5% | -5.9% | -6.1% |
| 3M | +4.8% | +10.6% | -5.9% | -1.6% |
| 6M | +20.5% | +14.3% | +6.2% | +11.0% |
| YTD | +11.3% | +5.5% | +5.8% | +7.6% |
| 1Y | +9.0% | +9.6% | -0.6% | +2.8% |
| 3Y | +85.9% | +75.2% | +10.7% | +32.4% |
| 5Y | +45.8% | +65.5% | -19.8% | +8.8% |
| 10Y | +555.5% | +246.4% | +309.0% | +189.9% |
| All | +9,465.4% | +412.0% | +9,053.4% | +2,701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling