+263,909.3%
AMZN vs RGEN
+15,674.1%
+248,235.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -3.0% | -4.9% | +1.9% | -2.5% |
| 30D | -5.2% | +5.7% | -10.9% | -5.7% |
| 3M | +1.9% | +32.4% | -30.6% | -1.1% |
| 6M | +19.2% | +33.2% | -14.0% | +15.4% |
| YTD | +12.0% | +2.3% | +9.7% | +11.0% |
| 1Y | +9.7% | +39.0% | -29.3% | +5.4% |
| 3Y | +87.2% | -4.6% | +91.8% | +83.4% |
| 5Y | +48.7% | -42.7% | +91.3% | +50.0% |
| 10Y | +569.3% | +433.6% | +135.7% | +463.0% |
| All | +263,909.3% | +15,674.1% | +248,235.2% | +225,999.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling