+1,237.1%
AAPL vs STZ
-13.0%
+1,250.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -3.0% | -6.0% | +3.1% | -0.9% |
| 30D | +2.3% | -8.9% | +11.2% | +5.4% |
| 3M | +8.6% | -12.6% | +21.2% | +13.1% |
| 6M | +21.6% | -17.2% | +38.8% | +28.4% |
| YTD | +16.3% | -10.0% | +26.3% | +18.5% |
| 1Y | +35.1% | -14.3% | +49.4% | +39.5% |
| 3Y | +79.4% | -49.9% | +129.3% | +122.3% |
| 5Y | +109.8% | -38.2% | +148.1% | +138.6% |
| 10Y | +1,237.1% | -12.0% | +1,249.1% | +1,192.7% |
| All | +1,237.1% | -13.0% | +1,250.1% | +1,192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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