Well not all of them, but I'd say half my packages are delivered same-day in the bay area and most of the rest are 1 day. It depends on your shopping habits and what products are popular in your area. "essentials" like cables, snacks, batteries, hot sauce, etc are always same-day while large items like microscopes can take 2 days
Regarding missed packages, are you talking about stolen packages? I've had a few cases where delivery was one day late and one time I got the wrong order (but got to keep the free groceries along with a full refund for my actual order) but I've never had a package just disappear altogether. Even Aliexpress orders that take 2-4 weeks from China eventually show up.