+620.3%
AMZN vs XRT
+145.8%
+474.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.8% |
| 30D | +2.6% | +9.8% | -7.2% | -2.6% |
| 3M | -2.2% | +3.3% | -5.5% | -4.2% |
| 6M | -1.0% | +13.6% | -14.6% | -7.9% |
| YTD | +15.3% | +9.1% | +6.3% | +9.4% |
| 1Y | +6.9% | +15.1% | -8.2% | -1.6% |
| 3Y | +85.4% | +59.9% | +25.5% | +42.8% |
| 5Y | +53.3% | -1.7% | +55.0% | +43.8% |
| 10Y | +620.3% | +141.1% | +479.2% | +354.3% |
| All | +620.3% | +145.8% | +474.5% | +354.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling