+88.7%
AMZN vs XRT
+60.4%
+28.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +8.0% | +4.1% | +4.0% | +5.5% |
| 30D | +3.2% | +9.9% | -6.7% | -2.8% |
| 3M | -2.6% | +2.3% | -4.9% | -4.1% |
| 6M | -0.7% | +9.6% | -10.2% | -6.6% |
| YTD | +17.4% | +9.1% | +8.2% | +10.3% |
| 1Y | +9.0% | +16.2% | -7.2% | -1.7% |
| 3Y | +88.7% | +60.1% | +28.6% | +52.3% |
| All | +88.7% | +60.4% | +28.3% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling