+553.0%
AMZN vs XYL
+149.5%
+403.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | -7.5% | -13.2% | +5.7% | -1.8% |
| 3M | +5.8% | -0.2% | +6.0% | +5.2% |
| 6M | +17.5% | -12.5% | +30.0% | +23.5% |
| YTD | +9.1% | -20.9% | +30.0% | +19.2% |
| 1Y | +9.4% | -21.6% | +30.9% | +19.8% |
| 3Y | +82.2% | +16.1% | +66.1% | +67.2% |
| 5Y | +45.2% | -15.6% | +60.8% | +45.9% |
| All | +553.0% | +149.5% | +403.5% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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