+9,522.7%
AMZN vs XLI
+1,121.5%
+8,401.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -3.0% | -1.1% | -1.9% | -2.0% |
| 30D | -5.2% | -5.9% | +0.8% | +0.2% |
| 3M | +1.9% | -0.3% | +2.1% | +1.5% |
| 6M | +19.2% | +0.1% | +19.1% | +18.0% |
| YTD | +12.0% | +13.6% | -1.6% | -1.8% |
| 1Y | +9.7% | +17.2% | -7.5% | -6.6% |
| 3Y | +87.2% | +68.2% | +19.0% | +14.7% |
| 5Y | +48.7% | +80.7% | -32.1% | -13.5% |
| 10Y | +569.3% | +253.3% | +316.1% | +85.3% |
| All | +9,522.7% | +1,121.5% | +8,401.2% | +743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling