+263,909.3%
AMZN vs SPG
+3,040.6%
+260,868.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.2% |
| 30D | -5.2% | -6.8% | +1.7% | -3.0% |
| 3M | +1.9% | +2.7% | -0.8% | +0.8% |
| 6M | +19.2% | +5.5% | +13.8% | +16.9% |
| YTD | +12.0% | +15.7% | -3.7% | +6.5% |
| 1Y | +9.7% | +20.9% | -11.2% | +2.7% |
| 3Y | +87.2% | +112.4% | -25.2% | +45.9% |
| 5Y | +48.7% | +101.4% | -52.7% | +17.4% |
| 10Y | +569.3% | +60.6% | +508.7% | +401.4% |
| All | +263,909.3% | +3,040.6% | +260,868.7% | +52,207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling