+3,951.9%
AMZN vs CBOE
+1,025.9%
+2,925.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.8% | -4.6% | +5.4% | +1.7% |
| 30D | -6.4% | +2.6% | -9.0% | -7.0% |
| 3M | +4.8% | +4.9% | -0.1% | +3.3% |
| 6M | +20.5% | -2.2% | +22.7% | +20.0% |
| YTD | +11.3% | +17.7% | -6.4% | +6.7% |
| 1Y | +9.0% | +26.1% | -17.1% | +2.8% |
| 3Y | +85.9% | +97.1% | -11.2% | +53.4% |
| 5Y | +45.8% | +149.2% | -103.4% | +12.4% |
| 10Y | +555.5% | +385.1% | +170.4% | +307.7% |
| All | +3,951.9% | +1,025.9% | +2,925.9% | +1,621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling