+45.2%
AMZN vs RVTY
-34.5%
+79.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | -2.7% | -7.4% | +4.7% | -0.1% |
| 30D | -7.5% | +4.5% | -12.0% | -9.1% |
| 3M | +5.8% | +19.5% | -13.6% | -1.4% |
| 6M | +17.5% | +34.1% | -16.6% | +4.0% |
| YTD | +9.1% | +25.3% | -16.1% | -1.6% |
| 1Y | +9.4% | +47.0% | -37.6% | -7.7% |
| 3Y | +82.2% | +14.1% | +68.1% | +63.4% |
| 5Y | +45.2% | -34.6% | +79.8% | +63.4% |
| All | +45.2% | -34.5% | +79.7% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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