+50.4%
AMZN vs XYL
-23.3%
+73.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.8% | -3.7% | +6.6% | +4.8% |
| 30D | +5.0% | -8.3% | +13.3% | +8.0% |
| 3M | +0.6% | -21.4% | +22.0% | +12.4% |
| 6M | -1.3% | -12.9% | +11.7% | +3.2% |
| YTD | +15.5% | -30.1% | +45.6% | +36.0% |
| 1Y | +12.2% | -35.2% | +47.4% | +38.4% |
| 3Y | +87.0% | -0.8% | +87.8% | +70.7% |
| All | +50.4% | -23.3% | +73.7% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling