+564.1%
AMZN vs SPG
+59.6%
+504.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.4% |
| 7D | -1.0% | -1.7% | +0.6% | -0.7% |
| 30D | -9.2% | -6.3% | -3.0% | -8.2% |
| 3M | +3.4% | -2.4% | +5.8% | +3.7% |
| 6M | +18.2% | +9.6% | +8.6% | +16.2% |
| YTD | +9.3% | +14.2% | -4.9% | +6.6% |
| 1Y | +5.9% | +19.3% | -13.4% | +2.5% |
| 3Y | +82.6% | +106.7% | -24.1% | +62.1% |
| 5Y | +44.9% | +104.2% | -59.3% | +28.3% |
| 10Y | +564.1% | +63.7% | +500.4% | +584.6% |
| All | +564.1% | +59.6% | +504.5% | +584.6% |
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