+48.5%
AMZN vs RSG
+89.9%
-41.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +6.3% | +7.4% | -1.1% | +4.0% |
| 6M | +20.8% | +0.1% | +20.6% | +20.5% |
| YTD | +11.2% | +6.0% | +5.2% | +8.5% |
| 1Y | +11.7% | -3.0% | +14.6% | +12.5% |
| 3Y | +79.4% | +56.5% | +22.9% | +37.8% |
| All | +48.5% | +89.9% | -41.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling