+9.7%
AMZN vs CBOE
+29.2%
-19.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -3.0% | -3.6% | +0.6% | -2.8% |
| 30D | -5.2% | +5.1% | -10.3% | -5.5% |
| 3M | +1.9% | +4.6% | -2.7% | +1.9% |
| 6M | +19.2% | -0.3% | +19.5% | +20.7% |
| YTD | +12.0% | +19.8% | -7.8% | +12.0% |
| 1Y | +9.7% | +28.4% | -18.7% | +10.6% |
| All | +9.7% | +29.2% | -19.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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