+620.3%
AMZN vs SPGI
+337.7%
+282.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +0.1% | -1.4% | +1.4% | +0.8% |
| 30D | +2.6% | +15.3% | -12.7% | -4.9% |
| 3M | -2.2% | +16.5% | -18.8% | -10.1% |
| 6M | -1.0% | +19.8% | -20.9% | -11.2% |
| YTD | +15.3% | -3.2% | +18.6% | +14.9% |
| 1Y | +6.9% | +1.8% | +5.1% | +3.3% |
| 3Y | +85.4% | +30.6% | +54.8% | +54.1% |
| 5Y | +53.3% | +16.0% | +37.3% | +33.4% |
| 10Y | +620.3% | +338.6% | +281.8% | +219.1% |
| All | +620.3% | +337.7% | +282.7% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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