+95.3%
AAPL vs STZ
-34.9%
+130.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.1% | +2.6% | +1.6% | +3.7% |
| 30D | +4.0% | +15.2% | -11.2% | +1.3% |
| 3M | +16.8% | +7.6% | +9.2% | +15.0% |
| 6M | +19.4% | +5.3% | +14.1% | +17.7% |
| YTD | +31.5% | +8.6% | +22.9% | +27.9% |
| 1Y | +31.0% | +15.6% | +15.4% | +25.3% |
| 3Y | +95.3% | -35.2% | +130.4% | +107.5% |
| All | +95.3% | -34.9% | +130.2% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling