+55.6%
AMZN vs XRT
-1.7%
+57.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | +8.0% | +4.1% | +4.0% | +5.0% |
| 30D | +3.2% | +9.9% | -6.7% | -4.1% |
| 3M | -2.6% | +2.3% | -4.9% | -4.6% |
| 6M | -0.7% | +9.6% | -10.2% | -7.9% |
| YTD | +17.4% | +9.1% | +8.2% | +8.7% |
| 1Y | +9.0% | +16.2% | -7.2% | -3.9% |
| 3Y | +88.7% | +60.1% | +28.6% | +25.7% |
| 5Y | +55.6% | -0.5% | +56.1% | +40.3% |
| All | +55.6% | -1.7% | +57.3% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling