-58.7%
AMZD vs SPY
+105.5%
-164.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | -0.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.3% |
| 30D | +5.4% | +0.1% | +5.4% | +5.5% |
| 3M | -5.0% | +2.0% | -7.0% | -1.4% |
| 6M | -19.4% | +13.0% | -32.5% | -2.3% |
| YTD | -14.8% | +13.5% | -28.3% | +4.3% |
| 1Y | -14.0% | +20.0% | -33.9% | +14.9% |
| 3Y | -51.8% | +77.2% | -129.0% | +24.9% |
| All | -58.7% | +105.5% | -164.2% | +40.2% |
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 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