+50.4%
AMZN vs XME
+108.0%
-57.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | +5.0% | -6.1% | +11.1% | +7.6% |
| 3M | +0.6% | -18.6% | +19.2% | +9.1% |
| 6M | -1.3% | -23.9% | +22.6% | +9.3% |
| YTD | +15.5% | -9.3% | +24.9% | +15.3% |
| 1Y | +12.2% | +1.8% | +10.5% | +5.3% |
| 3Y | +87.0% | +93.0% | -6.0% | +18.0% |
| All | +50.4% | +108.0% | -57.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling