+45.5%
AMZN vs XYZ
-68.6%
+114.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.0% | -3.7% | +2.7% | +0.2% |
| 30D | -9.2% | +0.5% | -9.8% | -9.6% |
| 3M | +3.4% | +16.3% | -12.9% | -2.1% |
| 6M | +18.2% | +21.1% | -2.9% | +10.0% |
| YTD | +9.3% | +22.0% | -12.6% | +0.5% |
| 1Y | +5.9% | +5.2% | +0.8% | +1.6% |
| 3Y | +82.6% | +49.6% | +33.0% | +43.7% |
| All | +45.5% | -68.6% | +114.1% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling