+14,115.6%
AMZN vs XME
+242.3%
+13,873.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -5.2% | +6.0% | -11.2% | -7.4% |
| 3M | +1.9% | -7.7% | +9.6% | +4.0% |
| 6M | +19.2% | +1.0% | +18.3% | +17.1% |
| YTD | +12.0% | +14.6% | -2.6% | +4.1% |
| 1Y | +9.7% | +46.0% | -36.3% | -7.6% |
| 3Y | +87.2% | +127.0% | -39.9% | +32.1% |
| 5Y | +48.7% | +175.8% | -127.2% | -3.3% |
| 10Y | +569.3% | +414.6% | +154.7% | +218.8% |
| All | +14,115.6% | +242.3% | +13,873.2% | +5,972.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling