+262,336.6%
AMZN vs RMBS
+986.1%
+261,350.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +0.8% | +3.0% | -2.1% | +0.3% |
| 30D | -6.4% | -14.4% | +8.0% | -4.0% |
| 3M | +4.8% | -42.8% | +47.6% | +14.6% |
| 6M | +20.5% | -1.4% | +21.9% | +16.7% |
| YTD | +11.3% | -5.4% | +16.8% | +7.1% |
| 1Y | +9.0% | +18.6% | -9.6% | -0.9% |
| 3Y | +85.9% | +57.3% | +28.6% | +54.2% |
| 5Y | +45.8% | +265.7% | -219.9% | +2.8% |
| 10Y | +555.5% | +546.0% | +9.5% | +307.0% |
| All | +262,336.6% | +986.1% | +261,350.4% | +59,649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling