+2,089.4%
AMZN vs XYL
+449.8%
+1,639.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.7% |
| 7D | -3.0% | -5.0% | +2.1% | -0.8% |
| 30D | -5.2% | -13.2% | +8.0% | +0.6% |
| 3M | +1.9% | -3.7% | +5.6% | +2.9% |
| 6M | +19.2% | -17.7% | +36.9% | +28.6% |
| YTD | +12.0% | -21.5% | +33.5% | +22.7% |
| 1Y | +9.7% | -24.5% | +34.2% | +22.1% |
| 3Y | +87.2% | +6.9% | +80.2% | +78.0% |
| 5Y | +48.7% | -18.1% | +66.7% | +53.6% |
| 10Y | +569.3% | +134.7% | +434.6% | +337.6% |
| All | +2,089.4% | +449.8% | +1,639.6% | +867.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling