+677.2%
AMZN vs XYZ
+615.2%
+62.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.3% |
| 7D | +0.8% | +2.9% | -2.0% | -0.1% |
| 30D | -6.4% | +1.4% | -7.8% | -7.0% |
| 3M | +4.8% | +14.6% | -9.8% | +0.3% |
| 6M | +20.5% | +20.8% | -0.2% | +13.1% |
| YTD | +11.3% | +23.1% | -11.7% | +3.0% |
| 1Y | +9.0% | +5.6% | +3.3% | +4.8% |
| 3Y | +85.9% | +50.9% | +35.0% | +51.7% |
| 5Y | +45.8% | -68.6% | +114.3% | +66.2% |
| 10Y | +555.5% | +580.0% | -24.5% | +324.1% |
| All | +677.2% | +615.2% | +62.0% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling