+45.5%
AMZN vs RNG
-69.9%
+115.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.0% | -4.1% | +3.0% | -0.1% |
| 30D | -9.2% | +8.6% | -17.9% | -11.3% |
| 3M | +3.4% | +78.0% | -74.6% | -11.8% |
| 6M | +18.2% | +67.0% | -48.8% | +0.8% |
| YTD | +9.3% | +142.4% | -133.1% | -17.9% |
| 1Y | +5.9% | +120.4% | -114.5% | -18.6% |
| 3Y | +82.6% | +122.1% | -39.5% | +32.4% |
| All | +45.5% | -69.9% | +115.4% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling