+47.3%
AMZN vs XLP
+32.7%
+14.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -3.0% | -1.0% | -2.0% | -2.4% |
| 30D | -5.2% | -0.9% | -4.3% | -4.7% |
| 3M | +1.9% | +3.8% | -2.0% | -0.8% |
| 6M | +19.2% | -1.7% | +21.0% | +20.0% |
| YTD | +12.0% | +10.3% | +1.7% | +3.9% |
| 1Y | +9.7% | +7.8% | +1.9% | +3.1% |
| 3Y | +87.2% | +27.2% | +60.0% | +48.1% |
| All | +47.3% | +32.7% | +14.6% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling