+38.3%
AMZZ vs SPY
+53.9%
-15.6%
-55.3%
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% | +0.8% |
| 7D | -6.2% | +0.1% | -6.3% | -6.4% |
| 30D | -11.3% | +0.1% | -11.4% | -11.5% |
| 3M | -2.6% | +2.0% | -4.6% | -6.8% |
| 6M | +28.3% | +13.0% | +15.3% | -6.0% |
| YTD | +9.8% | +13.5% | -3.8% | -20.4% |
| 1Y | -0.3% | +20.0% | -20.2% | -36.6% |
| All | +38.3% | +53.9% | -15.6% | -48.5% |
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