+833.1%
AMZN vs RACE
+658.9%
+174.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | +7.9% | +5.1% | +2.8% | +5.7% |
| 30D | -0.2% | +7.7% | -7.9% | -3.3% |
| 3M | -4.8% | +2.2% | -6.9% | -5.8% |
| 6M | -5.7% | +23.8% | -29.5% | -14.4% |
| YTD | +12.3% | +13.9% | -1.6% | +4.7% |
| 1Y | +6.7% | +3.8% | +2.9% | +3.4% |
| 3Y | +85.6% | +28.0% | +57.5% | +54.8% |
| 5Y | +47.4% | +64.9% | -17.6% | +7.1% |
| 10Y | +586.8% | +780.4% | -193.5% | +187.2% |
| All | +833.1% | +658.9% | +174.2% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling