+9,295.3%
AMZN vs XLU
+630.6%
+8,664.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -9.2% | -0.4% | -8.8% | -9.1% |
| 3M | +3.4% | -1.7% | +5.1% | +4.0% |
| 6M | +18.2% | -7.1% | +25.3% | +22.1% |
| YTD | +9.3% | +1.9% | +7.4% | +7.5% |
| 1Y | +5.9% | +6.1% | -0.2% | +1.9% |
| 3Y | +82.6% | +48.8% | +33.8% | +45.3% |
| 5Y | +44.9% | +43.8% | +1.1% | +17.1% |
| 10Y | +564.1% | +143.2% | +420.9% | +282.7% |
| All | +9,295.3% | +630.6% | +8,664.7% | +2,996.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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