+47.3%
AMZN vs RACE
+93.6%
-46.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.7% |
| 7D | -3.0% | -2.5% | -0.5% | -1.8% |
| 30D | -5.2% | +0.8% | -6.0% | -5.7% |
| 3M | +1.9% | +17.2% | -15.3% | -5.8% |
| 6M | +19.2% | +13.6% | +5.6% | +11.2% |
| YTD | +12.0% | +12.2% | -0.2% | +4.4% |
| 1Y | +9.7% | -16.3% | +25.9% | +17.1% |
| 3Y | +87.2% | +36.4% | +50.7% | +33.2% |
| All | +47.3% | +93.6% | -46.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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