+9,458.3%
AMZN vs XLY
+1,114.2%
+8,344.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.0% |
| 7D | -0.7% | -1.7% | +1.0% | +1.2% |
| 30D | -3.9% | -4.2% | +0.3% | +0.6% |
| 3M | +6.3% | -2.7% | +9.0% | +10.0% |
| 6M | +20.8% | -0.6% | +21.4% | +22.2% |
| YTD | +11.2% | -5.0% | +16.3% | +18.4% |
| 1Y | +11.7% | -4.1% | +15.8% | +17.9% |
| 3Y | +79.4% | +33.6% | +45.8% | +33.4% |
| 5Y | +48.0% | +28.7% | +19.3% | +18.1% |
| 10Y | +575.6% | +219.6% | +356.0% | +105.2% |
| All | +9,458.3% | +1,114.2% | +8,344.1% | +730.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling