+31.8%
AMZZ vs SPY
+52.3%
-20.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.2% |
| 7D | -1.9% | -0.4% | -1.5% | -0.9% |
| 30D | -18.4% | -1.4% | -17.1% | -15.3% |
| 3M | +0.5% | +3.7% | -3.2% | -8.1% |
| 6M | +26.4% | +13.0% | +13.4% | -7.4% |
| YTD | +4.6% | +12.4% | -7.8% | -22.0% |
| 1Y | -6.7% | +18.5% | -25.2% | -38.7% |
| All | +31.8% | +52.3% | -20.5% | -49.5% |
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 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