+834.1%
AMZN vs SPMO
+575.8%
+258.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.0% |
| 7D | +0.8% | +3.4% | -2.6% | -2.2% |
| 30D | -6.4% | +0.5% | -6.9% | -7.2% |
| 3M | +4.8% | +1.9% | +2.9% | +0.4% |
| 6M | +20.5% | +27.8% | -7.3% | -8.1% |
| YTD | +11.3% | +26.7% | -15.3% | -14.5% |
| 1Y | +9.0% | +28.9% | -19.9% | -17.7% |
| 3Y | +85.9% | +160.7% | -74.8% | -27.9% |
| 5Y | +45.8% | +150.2% | -104.4% | -40.7% |
| 10Y | +555.5% | +517.5% | +38.0% | +49.3% |
| All | +834.1% | +575.8% | +258.3% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling