+643.8%
AMZN vs SPG
+114.5%
+529.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.8% | +3.1% | -0.3% | +2.2% |
| 30D | +3.4% | +16.4% | -13.0% | +0.7% |
| 3M | +0.1% | +7.1% | -7.0% | -1.1% |
| 6M | +0.6% | +16.1% | -15.5% | -2.1% |
| YTD | +15.9% | +30.4% | -14.6% | +10.4% |
| 1Y | +9.5% | +33.0% | -23.5% | +4.0% |
| 3Y | +86.3% | +134.6% | -48.4% | +61.9% |
| 5Y | +51.7% | +84.9% | -33.2% | +33.3% |
| All | +643.8% | +114.5% | +529.3% | +622.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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