+6.7%
AMZN vs XYZ
+19.9%
-13.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.3% | -9.2% | +2.3% |
| 7D | +4.5% | +16.5% | -12.0% | +0.5% |
| 30D | +5.8% | +15.0% | -9.1% | +2.0% |
| 3M | -4.1% | +3.5% | -7.6% | -5.5% |
| 6M | -2.2% | +21.9% | -24.1% | -7.9% |
| YTD | +15.3% | +34.6% | -19.4% | +6.4% |
| 1Y | +6.7% | +20.7% | -14.0% | 0.0% |
| All | +6.7% | +19.9% | -13.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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