+6.7%
AMZN vs XLV
+34.1%
-27.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.1% | +5.8% |
| 7D | +4.5% | +5.5% | -1.0% | +4.0% |
| 30D | +5.8% | +13.3% | -7.5% | +4.3% |
| 3M | -4.1% | +17.4% | -21.6% | -5.5% |
| 6M | -2.2% | +32.1% | -34.3% | -6.1% |
| YTD | +15.3% | +24.0% | -8.8% | +9.9% |
| 1Y | +6.7% | +32.9% | -26.2% | -0.8% |
| All | +6.7% | +34.1% | -27.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling