-52.4%
AMZO vs SPY
+16.1%
-68.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | +0.3% |
| 7D | -16.8% | +0.1% | -16.8% | -15.3% |
| 30D | -7.1% | -3.3% | -3.8% | -14.0% |
| 3M | -0.6% | -2.4% | +1.9% | -4.7% |
| 6M | -14.4% | +2.6% | -17.0% | -2.6% |
| All | -52.4% | +16.1% | -68.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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