+564.1%
AMZN vs ROL
+205.3%
+358.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.0% | -3.3% | +2.3% | 0.0% |
| 30D | -9.2% | -7.2% | -2.0% | -7.0% |
| 3M | +3.4% | -27.0% | +30.3% | +14.1% |
| 6M | +18.2% | -39.5% | +57.7% | +38.4% |
| YTD | +9.3% | -41.8% | +51.1% | +29.1% |
| 1Y | +5.9% | -38.9% | +44.8% | +22.4% |
| 3Y | +82.6% | -0.4% | +83.0% | +72.8% |
| 5Y | +44.9% | -4.2% | +49.1% | +35.7% |
| 10Y | +564.1% | +208.2% | +355.9% | +340.7% |
| All | +564.1% | +205.3% | +358.8% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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