+6.7%
AMZN vs XRT
+18.0%
-11.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +3.5% |
| 7D | +4.5% | +8.0% | -3.6% | +0.8% |
| 30D | +5.8% | +13.0% | -7.2% | -0.5% |
| 3M | -4.1% | +1.7% | -5.8% | -4.7% |
| 6M | -2.2% | +12.6% | -14.8% | -8.3% |
| YTD | +15.3% | +10.7% | +4.6% | +7.5% |
| 1Y | +6.7% | +18.4% | -11.7% | -4.2% |
| All | +6.7% | +18.0% | -11.3% | -4.2% |
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