+71,048.3%
AAPL vs STZ
+9,621.1%
+61,427.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | +3.0% | -1.9% | +4.9% | +3.3% |
| 3M | +2.9% | -6.2% | +9.1% | +4.1% |
| 6M | +22.1% | -14.0% | +36.1% | +25.6% |
| YTD | +18.0% | -5.1% | +23.1% | +18.4% |
| 1Y | +33.9% | -9.6% | +43.5% | +35.5% |
| 3Y | +71.2% | -47.2% | +118.4% | +93.6% |
| 5Y | +112.6% | -33.6% | +146.2% | +128.2% |
| 10Y | +1,198.8% | -9.8% | +1,208.5% | +1,176.5% |
| All | +71,048.3% | +9,621.1% | +61,427.2% | +24,117.5% |
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 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