+26,439.3%
AMZN vs RSG
+2,013.0%
+24,426.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -9.2% | +3.7% | -12.9% | -10.3% |
| 3M | +3.4% | +6.2% | -2.8% | +1.0% |
| 6M | +18.2% | -2.8% | +21.0% | +18.6% |
| YTD | +9.3% | +5.9% | +3.5% | +6.4% |
| 1Y | +5.9% | -1.8% | +7.7% | +5.4% |
| 3Y | +82.6% | +57.5% | +25.1% | +52.7% |
| 5Y | +44.9% | +91.1% | -46.2% | +13.0% |
| 10Y | +564.1% | +428.1% | +136.0% | +258.9% |
| All | +26,439.3% | +2,013.0% | +24,426.3% | +11,089.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling