+70.3%
AMZU vs SPY
+105.8%
-35.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -6.7% |
| 7D | -0.2% | -0.9% | +0.7% | +1.6% |
| 30D | +3.0% | -2.4% | +5.3% | +9.7% |
| 3M | -9.0% | -1.2% | -7.9% | -5.6% |
| 6M | -13.1% | +3.3% | -16.4% | -18.4% |
| YTD | +9.8% | +12.3% | -2.5% | -15.3% |
| 1Y | -7.8% | +12.4% | -20.3% | -28.8% |
| 3Y | +68.4% | +78.8% | -10.4% | -50.3% |
| All | +70.3% | +105.8% | -35.5% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling