+9,522.7%
AMZN vs XLP
+523.7%
+8,999.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -3.0% | -1.0% | -2.0% | -2.2% |
| 30D | -5.2% | -0.9% | -4.3% | -4.6% |
| 3M | +1.9% | +3.8% | -2.0% | -1.5% |
| 6M | +19.2% | -1.7% | +21.0% | +20.0% |
| YTD | +12.0% | +10.3% | +1.7% | +2.8% |
| 1Y | +9.7% | +7.8% | +1.9% | +2.1% |
| 3Y | +87.2% | +27.2% | +60.0% | +50.8% |
| 5Y | +48.7% | +32.5% | +16.1% | +16.7% |
| 10Y | +569.3% | +101.8% | +467.5% | +270.8% |
| All | +9,522.7% | +523.7% | +8,999.1% | +2,575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling