+63.2%
AMZN vs ROIV
+270.3%
-207.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.9% |
| 7D | +7.9% | +5.3% | +2.5% | +7.3% |
| 30D | -0.2% | +11.9% | -12.1% | -1.3% |
| 3M | -4.8% | +10.7% | -15.5% | -6.0% |
| 6M | -5.7% | +34.9% | -40.6% | -8.9% |
| YTD | +12.3% | +79.2% | -66.8% | +5.2% |
| 1Y | +6.7% | +89.0% | -82.3% | -0.7% |
| 3Y | +85.6% | +337.3% | -251.8% | +57.2% |
| 5Y | +47.4% | +402.3% | -355.0% | +10.1% |
| All | +63.2% | +270.3% | -207.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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