+48.5%
AMZN vs RGTI
+56.8%
-8.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | -0.7% | +0.5% | -1.1% | -0.7% |
| 30D | -3.9% | -17.1% | +13.2% | -2.9% |
| 3M | +6.3% | -26.0% | +32.3% | +7.8% |
| 6M | +20.8% | -9.9% | +30.6% | +19.9% |
| YTD | +11.2% | -31.1% | +42.3% | +11.8% |
| 1Y | +11.7% | -8.5% | +20.2% | +8.5% |
| 3Y | +79.4% | +652.2% | -572.8% | +30.0% |
| All | +48.5% | +56.8% | -8.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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