+1,372.7%
SPY vs AMZN
+222,152.3%
-220,779.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -0.6% | +8.0% | -8.6% | -1.8% |
| 30D | -3.7% | +3.2% | -6.9% | -4.2% |
| 3M | -2.7% | -2.6% | -0.2% | -2.5% |
| 6M | +2.2% | -0.7% | +2.8% | +1.8% |
| YTD | +10.8% | +17.4% | -6.5% | +7.3% |
| 1Y | +11.2% | +9.0% | +2.2% | +9.0% |
| 3Y | +76.5% | +88.7% | -12.2% | +57.5% |
| 5Y | +72.9% | +55.6% | +17.4% | +56.6% |
| 10Y | +304.8% | +629.7% | -324.9% | +192.4% |
| All | +1,372.7% | +222,152.3% | -220,779.6% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMZN.
Daily Out/Under-Performance
Portfolio return minus AMZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMZN 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 AMZN 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