+48.5%
AMZN vs XLK
+146.9%
-98.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.0% |
| 6M | +20.8% | +34.0% | -13.2% | -12.1% |
| YTD | +11.2% | +30.7% | -19.4% | -17.4% |
| 1Y | +11.7% | +39.2% | -27.5% | -22.4% |
| 3Y | +79.4% | +120.4% | -41.0% | -25.4% |
| All | +48.5% | +146.9% | -98.4% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling