+44.9%
AMZN vs RUN
-80.3%
+125.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -9.2% | -10.8% | +1.6% | -8.2% |
| 3M | +3.4% | -30.2% | +33.5% | +7.1% |
| 6M | +18.2% | -22.3% | +40.6% | +20.4% |
| YTD | +9.3% | -52.2% | +61.5% | +15.6% |
| 1Y | +5.9% | -45.1% | +51.0% | +9.4% |
| 3Y | +82.6% | -37.1% | +119.7% | +57.4% |
| 5Y | +44.9% | -80.3% | +125.2% | +34.3% |
| All | +44.9% | -80.3% | +125.1% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling