-5.7%
AMZA vs SPY
+375.8%
-381.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +5.4% | +3.3% | +2.1% | +1.7% |
| 30D | -2.4% | -2.7% | +0.3% | +0.2% |
| 3M | -3.1% | -1.7% | -1.4% | -1.8% |
| 6M | +3.1% | +3.1% | 0.0% | -1.7% |
| YTD | +28.4% | +11.9% | +16.5% | +10.7% |
| 1Y | +31.1% | +12.0% | +19.1% | +12.7% |
| 3Y | +73.2% | +78.2% | -5.0% | -16.8% |
| 5Y | +154.5% | +73.2% | +81.2% | +23.9% |
| 10Y | +60.9% | +309.6% | -248.8% | -74.3% |
| All | -5.7% | +375.8% | -381.5% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling