+79.4%
AMZN vs XLY
+35.2%
+44.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.9% |
| 7D | -0.7% | -1.7% | +1.0% | +1.3% |
| 30D | -3.9% | -4.2% | +0.3% | +0.9% |
| 3M | +6.3% | -2.7% | +9.0% | +10.1% |
| 6M | +20.8% | -0.6% | +21.4% | +22.2% |
| YTD | +11.2% | -5.0% | +16.3% | +18.6% |
| 1Y | +11.7% | -4.1% | +15.8% | +18.0% |
| 3Y | +79.4% | +33.6% | +45.8% | +32.7% |
| All | +79.4% | +35.2% | +44.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling