+140.5%
AMZN vs RVMD
+644.5%
-504.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -3.0% | +1.0% | -4.0% | -3.1% |
| 30D | -5.2% | +6.4% | -11.6% | -6.0% |
| 3M | +1.9% | +34.9% | -33.0% | -2.3% |
| 6M | +19.2% | +107.6% | -88.3% | +6.6% |
| YTD | +12.0% | +163.7% | -151.7% | -4.0% |
| 1Y | +9.7% | +439.2% | -429.5% | -15.7% |
| 3Y | +87.2% | +499.2% | -412.0% | +36.7% |
| 5Y | +48.7% | +621.7% | -573.1% | -1.8% |
| All | +140.5% | +644.5% | -504.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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