+45.8%
AMZN vs SPG
+106.4%
-60.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -6.4% | -4.9% | -1.4% | -3.9% |
| 3M | +4.8% | +3.3% | +1.5% | +2.5% |
| 6M | +20.5% | +11.2% | +9.3% | +13.0% |
| YTD | +11.3% | +17.1% | -5.7% | +1.3% |
| 1Y | +9.0% | +21.6% | -12.6% | -3.2% |
| 3Y | +85.9% | +111.9% | -26.0% | +17.4% |
| 5Y | +45.8% | +106.9% | -61.2% | -9.0% |
| All | +45.8% | +106.4% | -60.6% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling