+79,180.1%
AAPL vs STZ
+11,030.9%
+68,149.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +4.1% | +2.6% | +1.6% | +3.5% |
| 30D | +4.0% | +15.2% | -11.2% | +0.6% |
| 3M | +16.8% | +7.6% | +9.2% | +14.6% |
| 6M | +19.4% | +5.3% | +14.1% | +17.4% |
| YTD | +31.5% | +8.6% | +22.9% | +27.7% |
| 1Y | +31.0% | +15.6% | +15.4% | +25.2% |
| 3Y | +95.3% | -35.2% | +130.4% | +110.5% |
| 5Y | +143.4% | -29.1% | +172.4% | +156.9% |
| 10Y | +1,330.5% | +12.9% | +1,317.6% | +1,238.1% |
| All | +79,180.1% | +11,030.9% | +68,149.2% | +26,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling