+48.5%
AMZN vs SPYG
+85.2%
-36.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.9% |
| 7D | -0.7% | -0.9% | +0.2% | +0.4% |
| 30D | -3.9% | -1.5% | -2.4% | -2.2% |
| 3M | +6.3% | +3.7% | +2.6% | +1.4% |
| 6M | +20.8% | +16.4% | +4.3% | -0.6% |
| YTD | +11.2% | +13.3% | -2.1% | -5.4% |
| 1Y | +11.7% | +17.9% | -6.2% | -9.6% |
| 3Y | +79.4% | +98.3% | -18.9% | -26.5% |
| All | +48.5% | +85.2% | -36.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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