+6.9%
AMZN vs XLP
+22.6%
-15.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +0.1% | -0.5% | +0.6% | 0.0% |
| 30D | +2.6% | +8.3% | -5.8% | +3.6% |
| 3M | -2.2% | +8.7% | -10.9% | -1.0% |
| 6M | -1.0% | +11.2% | -12.2% | +0.2% |
| YTD | +15.3% | +20.0% | -4.7% | +15.8% |
| 1Y | +6.9% | +21.3% | -14.5% | +6.6% |
| All | +6.9% | +22.6% | -15.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling