+50.9%
AMZN vs RUN
-85.5%
+136.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.5% | +1.2% |
| 7D | +2.8% | -13.7% | +16.5% | +4.3% |
| 30D | +3.4% | +9.4% | -5.9% | +1.9% |
| 3M | +0.1% | -13.4% | +13.5% | +1.0% |
| 6M | +0.6% | -39.6% | +40.2% | +5.3% |
| YTD | +15.9% | -53.7% | +69.6% | +22.3% |
| 1Y | +9.5% | -56.2% | +65.7% | +16.0% |
| 3Y | +86.3% | -9.7% | +96.0% | +48.8% |
| All | +50.9% | -85.5% | +136.3% | +48.6% |
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