+141.2%
AAPL vs STZ
-27.8%
+169.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.0% | +5.3% | -0.3% | +3.5% |
| 30D | +3.5% | +19.6% | -16.1% | -1.9% |
| 3M | +13.1% | +10.0% | +3.1% | +9.6% |
| 6M | +19.0% | -0.3% | +19.3% | +18.4% |
| YTD | +28.5% | +8.6% | +20.0% | +22.9% |
| 1Y | +29.7% | +16.6% | +13.1% | +20.5% |
| 3Y | +89.2% | -34.8% | +124.0% | +113.3% |
| 5Y | +141.2% | -27.8% | +169.0% | +160.4% |
| All | +141.2% | -27.8% | +169.1% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling