-5.7%
AMZN vs XLP
+8.3%
-14.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.5% |
| 7D | +7.9% | +0.7% | +7.1% | +7.9% |
| 30D | -0.2% | +10.3% | -10.5% | +0.8% |
| 3M | -4.8% | +6.5% | -11.3% | -3.5% |
| 6M | -5.7% | +8.4% | -14.1% | -4.1% |
| All | -5.7% | +8.3% | -14.0% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling