+565.7%
AMZN vs XLK
+807.8%
-242.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | -3.9% | -0.6% | -3.3% | -3.7% |
| 3M | +6.3% | +2.6% | +3.8% | +2.2% |
| 6M | +20.8% | +34.0% | -13.2% | -10.3% |
| YTD | +11.2% | +30.7% | -19.4% | -15.8% |
| 1Y | +11.7% | +39.2% | -27.5% | -20.5% |
| 3Y | +79.4% | +120.4% | -41.0% | -18.1% |
| 5Y | +48.0% | +148.8% | -100.8% | -39.1% |
| All | +565.7% | +807.8% | -242.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling