+6.7%
AMZN vs CBOE
+39.5%
-32.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.1% |
| 7D | +4.5% | +7.7% | -3.2% | +4.3% |
| 30D | +5.8% | +24.4% | -18.6% | +4.8% |
| 3M | -4.1% | +20.0% | -24.1% | -4.9% |
| 6M | -2.2% | +2.4% | -4.6% | -0.9% |
| YTD | +15.3% | +38.5% | -23.3% | +14.4% |
| 1Y | +6.7% | +39.0% | -32.3% | +5.7% |
| All | +6.7% | +39.5% | -32.8% | +5.7% |
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