+9.4%
AMZN vs XRT
-2.3%
+11.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -2.7% | -3.6% | +0.9% | -0.8% |
| 30D | -7.5% | -6.7% | -0.8% | -4.0% |
| 3M | +5.8% | -1.4% | +7.2% | +6.3% |
| 6M | +17.5% | +1.7% | +15.8% | +15.3% |
| YTD | +9.1% | -1.5% | +10.6% | +8.5% |
| 1Y | +9.4% | -2.5% | +11.8% | +8.2% |
| All | +9.4% | -2.3% | +11.7% | +8.2% |
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