+51.7%
AMZN vs XLP
+42.4%
+9.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +3.4% | +8.2% | -4.7% | -0.9% |
| 3M | +0.1% | +7.7% | -7.7% | -4.0% |
| 6M | +0.6% | +9.3% | -8.7% | -4.6% |
| YTD | +15.9% | +19.5% | -3.6% | +2.8% |
| 1Y | +9.5% | +21.0% | -11.5% | -3.8% |
| 3Y | +86.3% | +43.2% | +43.1% | +35.3% |
| 5Y | +51.7% | +42.7% | +9.0% | +17.3% |
| All | +51.7% | +42.4% | +9.3% | +17.3% |
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