+629.7%
AMZN vs XLP
+129.0%
+500.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +8.0% | +2.3% | +5.7% | +6.7% |
| 30D | +3.2% | +9.1% | -5.9% | -2.4% |
| 3M | -2.6% | +7.9% | -10.5% | -7.3% |
| 6M | -0.7% | +9.6% | -10.3% | -6.8% |
| YTD | +17.4% | +19.4% | -2.1% | +3.3% |
| 1Y | +9.0% | +22.4% | -13.3% | -5.6% |
| 3Y | +88.7% | +43.2% | +45.5% | +42.6% |
| 5Y | +55.6% | +42.6% | +13.0% | +19.2% |
| 10Y | +629.7% | +135.4% | +494.3% | +302.7% |
| All | +629.7% | +129.0% | +500.7% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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