+643.8%
AMZN vs XRT
+135.4%
+508.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | +3.4% | +7.5% | -4.1% | -0.8% |
| 3M | +0.1% | +2.3% | -2.3% | -1.5% |
| 6M | +0.6% | +12.8% | -12.2% | -6.1% |
| YTD | +15.9% | +7.1% | +8.8% | +11.0% |
| 1Y | +9.5% | +12.3% | -2.7% | +2.2% |
| 3Y | +86.3% | +57.0% | +29.3% | +44.8% |
| 5Y | +51.7% | -4.3% | +56.0% | +44.1% |
| All | +643.8% | +135.4% | +508.5% | +376.8% |
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