+264,716.1%
AMZN vs SPGI
+6,054.0%
+258,662.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | +0.1% |
| 7D | +7.9% | +0.3% | +7.6% | +7.8% |
| 30D | -0.2% | +18.4% | -18.6% | -8.7% |
| 3M | -4.8% | +15.7% | -20.5% | -12.0% |
| 6M | -5.7% | +17.3% | -23.0% | -14.2% |
| YTD | +12.3% | -4.7% | +17.1% | +12.4% |
| 1Y | +6.7% | +1.8% | +4.9% | +3.0% |
| 3Y | +85.6% | +31.7% | +53.9% | +55.5% |
| 5Y | +47.4% | +12.1% | +35.3% | +34.3% |
| 10Y | +586.8% | +341.9% | +244.9% | +198.0% |
| All | +264,716.1% | +6,054.0% | +258,662.1% | +20,749.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling