+273,029.3%
AMZN vs SPG
+3,440.7%
+269,588.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.8% | +3.1% | -0.3% | +1.8% |
| 30D | +3.4% | +16.4% | -13.0% | -1.5% |
| 3M | +0.1% | +7.1% | -7.0% | -2.2% |
| 6M | +0.6% | +16.1% | -15.5% | -4.4% |
| YTD | +15.9% | +30.4% | -14.6% | +5.9% |
| 1Y | +9.5% | +33.0% | -23.5% | -0.5% |
| 3Y | +86.3% | +134.6% | -48.4% | +40.7% |
| 5Y | +51.7% | +84.9% | -33.2% | +22.6% |
| 10Y | +623.8% | +114.9% | +508.9% | +387.0% |
| All | +273,029.3% | +3,440.7% | +269,588.6% | +51,937.9% |
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