+564.1%
AMZN vs RL
+297.6%
+266.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -9.2% | -17.5% | +8.3% | -4.7% |
| 3M | +3.4% | -14.0% | +17.4% | +7.1% |
| 6M | +18.2% | -2.0% | +20.2% | +17.9% |
| YTD | +9.3% | -4.6% | +13.9% | +9.6% |
| 1Y | +5.9% | +9.5% | -3.6% | +2.3% |
| 3Y | +82.6% | +200.5% | -117.9% | +36.7% |
| 5Y | +44.9% | +226.3% | -181.4% | +4.9% |
| 10Y | +564.1% | +304.8% | +259.3% | +379.3% |
| All | +564.1% | +297.6% | +266.5% | +379.3% |
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