+564.1%
AMZN vs XRT
+120.9%
+443.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.9% |
| 7D | -1.0% | -2.4% | +1.4% | +0.3% |
| 30D | -9.2% | -6.9% | -2.3% | -5.7% |
| 3M | +3.4% | -0.4% | +3.8% | +3.4% |
| 6M | +18.2% | +2.2% | +16.0% | +16.6% |
| YTD | +9.3% | -0.7% | +10.0% | +9.4% |
| 1Y | +5.9% | -2.0% | +7.9% | +6.5% |
| 3Y | +82.6% | +41.0% | +41.6% | +50.7% |
| 5Y | +44.9% | -3.3% | +48.2% | +39.3% |
| 10Y | +564.1% | +124.8% | +439.2% | +347.2% |
| All | +564.1% | +120.9% | +443.2% | +347.2% |
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 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