+14,225.9%
AMZN vs SPYG
+561.6%
+13,664.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +0.8% | +1.2% | -0.4% | -0.5% |
| 30D | -6.4% | -1.6% | -4.8% | -4.8% |
| 3M | +4.8% | +3.4% | +1.4% | +0.9% |
| 6M | +20.5% | +18.9% | +1.6% | -0.9% |
| YTD | +11.3% | +13.8% | -2.5% | -4.0% |
| 1Y | +9.0% | +20.6% | -11.6% | -11.9% |
| 3Y | +85.9% | +100.5% | -14.6% | -13.8% |
| 5Y | +45.8% | +84.6% | -38.8% | -23.4% |
| 10Y | +555.5% | +410.8% | +144.7% | +13.3% |
| All | +14,225.9% | +561.6% | +13,664.2% | +1,439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling