+565.7%
AMZN vs RGEN
+415.7%
+150.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -0.7% | -1.4% | +0.8% | -0.3% |
| 30D | -3.9% | -0.3% | -3.6% | -4.0% |
| 3M | +6.3% | +23.9% | -17.6% | -0.2% |
| 6M | +20.8% | +38.5% | -17.8% | +9.3% |
| YTD | +11.2% | +0.8% | +10.4% | +9.0% |
| 1Y | +11.7% | +38.2% | -26.5% | +0.1% |
| 3Y | +79.4% | +1.3% | +78.1% | +65.4% |
| 5Y | +48.0% | -44.0% | +92.0% | +50.5% |
| All | +565.7% | +415.7% | +150.0% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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