+0.6%
AMZN vs ROL
-27.8%
+28.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | +2.8% | -1.7% | +4.5% | +2.9% |
| 30D | +3.4% | +18.5% | -15.1% | +2.8% |
| 3M | +0.1% | +4.3% | -4.3% | +2.0% |
| 6M | +0.6% | -27.7% | +28.3% | +4.0% |
| All | +0.6% | -27.8% | +28.4% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling