+1,526.3%
AMZN vs RNG
+309.1%
+1,217.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -6.4% | +11.4% | -17.8% | -9.1% |
| 3M | +4.8% | +72.1% | -67.3% | -10.1% |
| 6M | +20.5% | +67.9% | -47.4% | +2.3% |
| YTD | +11.3% | +144.3% | -133.0% | -16.5% |
| 1Y | +9.0% | +117.5% | -108.6% | -16.0% |
| 3Y | +85.9% | +123.9% | -38.0% | +35.3% |
| 5Y | +45.8% | -70.1% | +115.9% | +61.3% |
| 10Y | +555.5% | +215.9% | +339.6% | +285.2% |
| All | +1,526.3% | +309.1% | +1,217.3% | +801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling