+9.4%
AMZN vs XYL
-21.7%
+31.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | -7.5% | -13.2% | +5.7% | -4.6% |
| 3M | +5.8% | -0.2% | +6.0% | +4.5% |
| 6M | +17.5% | -12.5% | +30.0% | +20.8% |
| YTD | +9.1% | -20.9% | +30.0% | +14.0% |
| 1Y | +9.4% | -21.6% | +30.9% | +17.2% |
| All | +9.4% | -21.7% | +31.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling