+11,531.5%
AMZN vs SPYM
+829.4%
+10,702.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | +1.9% | +2.0% | -0.2% | -0.2% |
| 6M | +19.2% | +13.1% | +6.2% | +4.8% |
| YTD | +12.0% | +13.6% | -1.6% | -2.1% |
| 1Y | +9.7% | +20.1% | -10.4% | -9.4% |
| 3Y | +87.2% | +77.6% | +9.6% | +4.4% |
| 5Y | +48.7% | +82.5% | -33.9% | -16.3% |
| 10Y | +569.3% | +317.6% | +251.7% | +65.9% |
| All | +11,531.5% | +829.4% | +10,702.1% | +1,364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling