+45.8%
AMZN vs SPGI
+5.8%
+40.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +1.3% |
| 7D | +0.8% | -2.5% | +3.3% | +2.2% |
| 30D | -6.4% | +5.4% | -11.8% | -9.5% |
| 3M | +4.8% | +9.0% | -4.2% | -1.6% |
| 6M | +20.5% | +0.8% | +19.8% | +18.2% |
| YTD | +11.3% | -12.6% | +23.9% | +18.8% |
| 1Y | +9.0% | -16.1% | +25.1% | +19.2% |
| 3Y | +85.9% | +19.0% | +66.9% | +52.1% |
| 5Y | +45.8% | +5.1% | +40.7% | +23.1% |
| All | +45.8% | +5.8% | +40.0% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling