-57.6%
AMZD vs SPY
+103.4%
-161.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.2% |
| 7D | +1.1% | -0.4% | +1.5% | +0.6% |
| 30D | +10.1% | -1.4% | +11.5% | +8.0% |
| 3M | -6.3% | +3.7% | -10.0% | -0.5% |
| 6M | -18.8% | +13.0% | -31.8% | -1.5% |
| YTD | -12.6% | +12.4% | -25.0% | +5.4% |
| 1Y | -10.8% | +18.5% | -29.4% | +17.1% |
| 3Y | -50.6% | +77.6% | -128.2% | +28.6% |
| All | -57.6% | +103.4% | -161.0% | +41.7% |
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 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