+283.1%
AMZN vs SPOT
+269.3%
+13.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | +5.0% | +16.9% | -12.0% | -0.7% |
| 3M | +0.6% | +23.0% | -22.4% | -6.8% |
| 6M | -1.3% | +42.2% | -43.5% | -13.7% |
| YTD | +15.5% | +5.5% | +10.0% | +9.5% |
| 1Y | +12.2% | -5.1% | +17.3% | +10.1% |
| 3Y | +87.0% | +257.9% | -170.9% | +9.0% |
| 5Y | +51.3% | +118.4% | -67.1% | -6.1% |
| All | +283.1% | +269.3% | +13.8% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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