+88.2%
AMZY vs SPY
+74.8%
+13.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.3% |
| 7D | -0.7% | -0.8% | 0.0% | +0.1% |
| 30D | -2.6% | -1.1% | -1.5% | -1.5% |
| 3M | +5.9% | +3.9% | +2.0% | +1.6% |
| 6M | +16.5% | +13.6% | +2.9% | +1.6% |
| YTD | +6.5% | +12.7% | -6.2% | -6.4% |
| 1Y | +7.6% | +17.5% | -9.9% | -9.4% |
| 3Y | +70.0% | +76.9% | -6.9% | -8.3% |
| All | +88.2% | +74.8% | +13.4% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling