+80.2%
AMZP vs SPY
+91.1%
-10.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +4.1% |
| 7D | +4.7% | -0.7% | +5.4% | +5.7% |
| 30D | +5.8% | -1.0% | +6.9% | +7.4% |
| 3M | -5.0% | -0.3% | -4.6% | -4.3% |
| 6M | -7.5% | +7.3% | -14.9% | -14.7% |
| YTD | +6.9% | +13.3% | -6.5% | -7.3% |
| 1Y | +0.6% | +14.8% | -14.2% | -14.0% |
| 3Y | +74.4% | +82.9% | -8.5% | -6.0% |
| All | +80.2% | +91.1% | -10.8% | -5.5% |
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