# AMZN Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 46738b0173ff52c80b9c3a253da5faf9f8dd327656caac1d4028bf3a8211bd19.

## Return & risk

For AMZN over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 25.12%, annualized volatility 31.27%, and maximum drawdown -30.88%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -2.96% for 95% VaR and -4.26% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.68, Sortino 1.01, and Calmar 0.73 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 1.39 and alpha -1.14%. Up capture is 1.38 and down capture is 1.42.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, AMZN's latest reported revenue is 716,924,000,000, net margin is 10.83%, and return on equity is 18.89%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 25.12% | 3y | 2026-06-30 |
| Annualized volatility | 31.27% | 3y | 2026-06-30 |
| Maximum drawdown | -30.88% | 3y | 2026-06-30 |
| 95% daily VaR | -2.96% | 3y | 2026-06-30 |
| 95% daily CVaR | -4.26% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.68 | 3y | 2026-06-30 |
| Sortino ratio | 1.01 | 3y | 2026-06-30 |
| Calmar ratio | 0.73 | 3y | 2026-06-30 |
| Beta vs SPY | 1.39 | 3y | 2026-06-30 |
| Alpha vs SPY | -1.14% | 3y | 2026-06-30 |
| Up capture vs SPY | 1.38 | 3y | 2026-06-30 |
| Down capture vs SPY | 1.42 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 716,924,000,000 | 2025-12-31 | 0001018724-26-000004 |
| Net margin | 10.83% | 2025-12-31 | 0001018724-26-000004 |
| Return on equity | 18.89% | 2025-12-31 | 0001018724-26-000004 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf AMZN --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 46738b0173ff52c80b9c3a253da5faf9f8dd327656caac1d4028bf3a8211bd19.