+52.6%
AMZN vs RGTI
+53.9%
-1.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.6% |
| 7D | -1.0% | +2.5% | -3.5% | -1.2% |
| 30D | -9.2% | -13.7% | +4.4% | -8.5% |
| 3M | +3.4% | -22.6% | +26.0% | +4.5% |
| 6M | +18.2% | -13.4% | +31.6% | +17.7% |
| YTD | +9.3% | -31.2% | +40.5% | +9.9% |
| 1Y | +5.9% | -7.6% | +13.6% | +2.9% |
| 3Y | +82.6% | +669.7% | -587.1% | +32.0% |
| 5Y | +44.9% | +57.0% | -12.1% | +24.1% |
| All | +52.6% | +53.9% | -1.4% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling