+322,199.5%
AMZN vs RL
+1,366.2%
+320,833.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -5.2% | -7.8% | +2.6% | -2.6% |
| 3M | +1.9% | -4.0% | +5.9% | +2.8% |
| 6M | +19.2% | -1.9% | +21.1% | +18.7% |
| YTD | +12.0% | -0.2% | +12.2% | +10.6% |
| 1Y | +9.7% | +10.7% | -1.0% | +4.2% |
| 3Y | +87.2% | +210.8% | -123.6% | +22.0% |
| 5Y | +48.7% | +238.2% | -189.6% | -7.7% |
| 10Y | +569.3% | +313.4% | +256.0% | +235.4% |
| All | +322,199.5% | +1,366.2% | +320,833.4% | +82,500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling