+555.5%
AMZN vs RBA
+182.6%
+372.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +1.1% |
| 30D | -6.4% | -13.2% | +6.8% | -3.0% |
| 3M | +4.8% | -21.4% | +26.2% | +10.9% |
| 6M | +20.5% | -20.9% | +41.4% | +27.2% |
| YTD | +11.3% | -19.9% | +31.2% | +16.7% |
| 1Y | +9.0% | -28.7% | +37.6% | +17.6% |
| 3Y | +85.9% | +27.4% | +58.5% | +70.7% |
| 5Y | +45.8% | +41.7% | +4.0% | +27.5% |
| 10Y | +555.5% | +189.6% | +365.9% | +378.1% |
| All | +555.5% | +182.6% | +372.9% | +378.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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