+9.7%
AMZN vs XRT
+3.4%
+6.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.7% |
| 7D | -3.0% | +0.8% | -3.8% | -3.4% |
| 30D | -5.2% | -4.2% | -1.0% | -3.1% |
| 3M | +1.9% | +5.1% | -3.2% | -1.1% |
| 6M | +19.2% | +2.4% | +16.8% | +16.2% |
| YTD | +12.0% | +3.2% | +8.8% | +8.7% |
| 1Y | +9.7% | +1.5% | +8.2% | +5.7% |
| All | +9.7% | +3.4% | +6.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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