-10.8%
AMZD vs SPY
+18.8%
-29.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.3% |
| 6M | -18.8% | +13.0% | -31.8% | -0.9% |
| YTD | -12.6% | +12.4% | -25.0% | +5.8% |
| 1Y | -10.8% | +18.5% | -29.4% | +16.1% |
| All | -10.8% | +18.8% | -29.6% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling