+45.5%
AMZN vs RMBS
+267.8%
-222.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | -9.2% | -8.6% | -0.6% | -7.6% |
| 3M | +3.4% | -40.3% | +43.7% | +15.1% |
| 6M | +18.2% | -1.0% | +19.2% | +10.9% |
| YTD | +9.3% | -4.6% | +14.0% | +0.9% |
| 1Y | +5.9% | +17.6% | -11.6% | -11.4% |
| 3Y | +82.6% | +58.6% | +24.0% | +22.9% |
| All | +45.5% | +267.8% | -222.3% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling