-99.8%
AMZE vs SPY
+76.5%
-176.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -3.7% |
| 7D | +4.9% | -0.4% | +5.2% | +5.6% |
| 30D | -13.6% | -1.4% | -12.2% | -11.4% |
| 3M | -83.7% | +3.7% | -87.4% | -84.4% |
| 6M | -93.5% | +13.0% | -106.5% | -94.4% |
| YTD | -94.3% | +12.4% | -106.7% | -95.1% |
| 1Y | -99.1% | +18.5% | -117.6% | -99.2% |
| All | -99.8% | +76.5% | -176.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling