+565.7%
AMZN vs RSG
+428.9%
+136.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -3.9% | +4.0% | -7.9% | -5.1% |
| 3M | +6.3% | +7.4% | -1.1% | +3.6% |
| 6M | +20.8% | +0.1% | +20.6% | +20.1% |
| YTD | +11.2% | +6.0% | +5.2% | +8.2% |
| 1Y | +11.7% | -3.0% | +14.6% | +11.9% |
| 3Y | +79.4% | +56.5% | +22.9% | +45.6% |
| 5Y | +48.0% | +90.9% | -42.9% | +10.4% |
| All | +565.7% | +428.9% | +136.7% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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