+11.7%
AMZN vs XLI
+15.3%
-3.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.4% |
| 7D | -0.7% | -1.7% | +1.0% | +0.2% |
| 30D | -3.9% | -7.3% | +3.3% | -0.4% |
| 3M | +6.3% | -1.3% | +7.7% | +6.3% |
| 6M | +20.8% | +2.2% | +18.5% | +17.1% |
| YTD | +11.2% | +11.7% | -0.5% | -0.1% |
| 1Y | +11.7% | +14.3% | -2.6% | -1.5% |
| All | +11.7% | +15.3% | -3.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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