+76.4%
AMZP vs SPY
+91.4%
-15.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -6.1% | +0.1% | -6.2% | -6.2% |
| 3M | -2.1% | +2.0% | -4.1% | -4.3% |
| 6M | +15.1% | +13.0% | +2.1% | -0.2% |
| YTD | +4.6% | +13.5% | -9.0% | -9.8% |
| 1Y | +3.3% | +20.0% | -16.7% | -16.1% |
| All | +76.4% | +91.4% | -15.1% | -8.0% |
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