+641.7%
AMZN vs RMBS
+534.0%
+107.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | +2.8% | +10.3% | -7.5% | +0.1% |
| 30D | +5.0% | -10.7% | +15.7% | +7.2% |
| 3M | +0.6% | -17.2% | +17.8% | +3.9% |
| 6M | -1.3% | -39.0% | +37.7% | +7.4% |
| YTD | +15.5% | -10.5% | +26.0% | +6.5% |
| 1Y | +12.2% | -11.0% | +23.2% | +3.2% |
| 3Y | +87.0% | +31.3% | +55.7% | +34.7% |
| 5Y | +51.3% | +242.8% | -191.5% | -28.7% |
| All | +641.7% | +534.0% | +107.7% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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