+565.7%
AMZN vs SPYM
+324.1%
+241.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.3% |
| 7D | -0.7% | -1.0% | +0.4% | +0.6% |
| 30D | -3.9% | -1.3% | -2.6% | -2.4% |
| 3M | +6.3% | +3.6% | +2.7% | +2.1% |
| 6M | +20.8% | +13.3% | +7.4% | +4.5% |
| YTD | +11.2% | +12.4% | -1.2% | -2.8% |
| 1Y | +11.7% | +17.3% | -5.6% | -6.9% |
| 3Y | +79.4% | +76.8% | +2.7% | -4.8% |
| 5Y | +48.0% | +83.6% | -35.6% | -22.2% |
| All | +565.7% | +324.1% | +241.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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