+45.8%
AMZN vs XRT
-1.7%
+47.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -6.4% | -5.6% | -0.7% | -2.4% |
| 3M | +4.8% | +2.5% | +2.2% | +2.6% |
| 6M | +20.5% | +3.7% | +16.9% | +16.8% |
| YTD | +11.3% | +1.0% | +10.4% | +9.7% |
| 1Y | +9.0% | -1.2% | +10.2% | +8.8% |
| 3Y | +85.9% | +43.4% | +42.5% | +36.2% |
| 5Y | +45.8% | -0.7% | +46.5% | +32.1% |
| All | +45.8% | -1.7% | +47.5% | +32.1% |
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