+90.0%
AMZN vs XLP
+43.3%
+46.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +8.0% | +2.3% | +5.7% | +7.9% |
| 30D | +3.2% | +9.1% | -5.9% | +2.6% |
| 3M | -2.6% | +7.9% | -10.5% | -3.0% |
| 6M | -0.7% | +9.6% | -10.3% | -1.4% |
| YTD | +17.4% | +19.4% | -2.1% | +14.5% |
| 1Y | +9.0% | +22.4% | -13.3% | +5.8% |
| All | +90.0% | +43.3% | +46.7% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling