+263,909.3%
AMZN vs ROP
+4,737.4%
+259,171.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.6% |
| 7D | -3.0% | -4.4% | +1.5% | -0.9% |
| 30D | -5.2% | +3.2% | -8.4% | -6.7% |
| 3M | +1.9% | +23.1% | -21.2% | -8.7% |
| 6M | +19.2% | +13.3% | +5.9% | +10.4% |
| YTD | +12.0% | -7.9% | +19.8% | +13.7% |
| 1Y | +9.7% | -22.1% | +31.7% | +20.5% |
| 3Y | +87.2% | -16.8% | +104.0% | +98.9% |
| 5Y | +48.7% | -13.5% | +62.2% | +55.1% |
| 10Y | +569.3% | +137.7% | +431.6% | +312.8% |
| All | +263,909.3% | +4,737.4% | +259,171.9% | +78,811.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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