+641.7%
AMZN vs RL
+337.1%
+304.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.8% | +2.6% | +0.3% | +2.2% |
| 30D | +5.0% | +2.9% | +2.0% | +4.1% |
| 3M | +0.6% | 0.0% | +0.6% | +0.4% |
| 6M | -1.3% | +17.1% | -18.4% | -5.9% |
| YTD | +15.5% | +10.1% | +5.4% | +11.5% |
| 1Y | +12.2% | +17.3% | -5.1% | +6.4% |
| 3Y | +87.0% | +249.3% | -162.3% | +34.2% |
| 5Y | +51.3% | +240.9% | -189.6% | +6.5% |
| All | +641.7% | +337.1% | +304.6% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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