+70.0%
AMZA vs SPY
+312.5%
-242.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | +4.5% | -1.4% | +5.9% | +5.9% |
| 3M | +12.1% | +3.7% | +8.4% | +7.2% |
| 6M | +17.7% | +13.0% | +4.7% | +2.0% |
| YTD | +36.9% | +12.4% | +24.5% | +19.1% |
| 1Y | +34.3% | +18.5% | +15.7% | +9.7% |
| 3Y | +90.2% | +77.6% | +12.6% | -4.2% |
| 5Y | +198.9% | +81.7% | +117.2% | +43.4% |
| 10Y | +70.0% | +319.7% | -249.6% | -65.0% |
| All | +70.0% | +312.5% | -242.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling