+76.4%
AMZN vs RUN
-37.3%
+113.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -9.2% | -10.8% | +1.6% | -8.7% |
| 3M | +3.4% | -30.2% | +33.5% | +5.2% |
| 6M | +18.2% | -22.3% | +40.6% | +19.5% |
| YTD | +9.3% | -52.2% | +61.5% | +12.4% |
| 1Y | +5.9% | -45.1% | +51.0% | +7.9% |
| All | +76.4% | -37.3% | +113.7% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling