+91.1%
AMZA vs SPY
+78.7%
+12.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +7.6% | -0.9% | +8.5% | +8.0% |
| 3M | +12.9% | +3.9% | +9.0% | +10.5% |
| 6M | +17.1% | +14.5% | +2.5% | +8.1% |
| YTD | +37.6% | +12.9% | +24.6% | +28.0% |
| 1Y | +35.5% | +19.4% | +16.1% | +21.3% |
| 3Y | +91.1% | +78.5% | +12.6% | +36.2% |
| All | +91.1% | +78.7% | +12.4% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling