+565.7%
AMZN vs SPMO
+517.6%
+48.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.5% |
| 7D | -0.7% | -0.9% | +0.3% | +0.2% |
| 30D | -3.9% | -1.9% | -2.0% | -2.5% |
| 3M | +6.3% | -1.4% | +7.7% | +5.0% |
| 6M | +20.8% | +25.5% | -4.7% | -7.0% |
| YTD | +11.2% | +24.8% | -13.6% | -14.0% |
| 1Y | +11.7% | +24.5% | -12.8% | -13.4% |
| 3Y | +79.4% | +157.1% | -77.7% | -31.4% |
| 5Y | +48.0% | +149.5% | -101.5% | -41.2% |
| All | +565.7% | +517.6% | +48.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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