+565.7%
AMZN vs XYZ
+610.4%
-44.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -0.7% | -4.3% | +3.6% | +0.7% |
| 30D | -3.9% | +1.2% | -5.1% | -4.5% |
| 3M | +6.3% | +14.6% | -8.3% | +1.4% |
| 6M | +20.8% | +22.6% | -1.8% | +12.3% |
| YTD | +11.2% | +21.7% | -10.4% | +2.7% |
| 1Y | +11.7% | +6.7% | +5.0% | +6.8% |
| 3Y | +79.4% | +46.8% | +32.6% | +45.1% |
| 5Y | +48.0% | -68.0% | +116.1% | +71.2% |
| All | +565.7% | +610.4% | -44.7% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling