+55.6%
AMZN vs SPG
+83.5%
-27.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.1% |
| 7D | +8.0% | +5.6% | +2.5% | +5.1% |
| 30D | +3.2% | +17.6% | -14.4% | -5.3% |
| 3M | -2.6% | +7.5% | -10.1% | -6.3% |
| 6M | -0.7% | +18.5% | -19.2% | -10.0% |
| YTD | +17.4% | +30.9% | -13.6% | +0.2% |
| 1Y | +9.0% | +34.1% | -25.1% | -8.1% |
| 3Y | +88.7% | +135.5% | -46.8% | +10.6% |
| 5Y | +55.6% | +86.5% | -30.9% | -2.3% |
| All | +55.6% | +83.5% | -27.9% | -2.3% |
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