+565.7%
AMZN vs RNG
+222.9%
+342.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.7% | -6.1% | +5.4% | +0.9% |
| 30D | -3.9% | +9.6% | -13.5% | -6.4% |
| 3M | +6.3% | +83.3% | -77.0% | -10.8% |
| 6M | +20.8% | +77.9% | -57.2% | +0.2% |
| YTD | +11.2% | +139.9% | -128.7% | -17.4% |
| 1Y | +11.7% | +121.7% | -110.0% | -15.5% |
| 3Y | +79.4% | +121.9% | -42.4% | +28.6% |
| 5Y | +48.0% | -68.4% | +116.4% | +64.5% |
| All | +565.7% | +222.9% | +342.8% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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