-60.9%
AMZD vs SPY
+100.6%
-161.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.9% |
| 7D | -7.8% | -0.6% | -7.2% | -8.2% |
| 30D | -4.0% | -3.7% | -0.3% | -8.5% |
| 3M | +1.6% | -2.7% | +4.3% | -1.6% |
| 6M | -3.7% | +2.2% | -5.8% | +1.1% |
| YTD | -19.4% | +10.8% | -30.3% | -4.0% |
| 1Y | -13.2% | +11.2% | -24.5% | +4.3% |
| 3Y | -52.2% | +76.5% | -128.6% | +23.4% |
| All | -60.9% | +100.6% | -161.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling