+565.7%
AMZN vs CBOE
+368.5%
+197.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.3% |
| 7D | -0.7% | -5.8% | +5.1% | +0.1% |
| 30D | -3.9% | -3.1% | -0.8% | -3.6% |
| 3M | +6.3% | -4.8% | +11.1% | +6.8% |
| 6M | +20.8% | -0.6% | +21.3% | +20.2% |
| YTD | +11.2% | +12.8% | -1.5% | +8.5% |
| 1Y | +11.7% | +19.8% | -8.1% | +7.8% |
| 3Y | +79.4% | +86.9% | -7.5% | +53.7% |
| 5Y | +48.0% | +136.5% | -88.5% | +18.3% |
| All | +565.7% | +368.5% | +197.2% | +427.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling