+591.6%
AMZN vs STM
+433.9%
+157.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +0.8% |
| 7D | +8.7% | -5.6% | +14.2% | +10.1% |
| 30D | +1.7% | -14.4% | +16.2% | +6.0% |
| 3M | -2.8% | -20.5% | +17.7% | +3.0% |
| 6M | -2.1% | -24.5% | +22.4% | +1.6% |
| YTD | +15.6% | +72.7% | -57.0% | -11.4% |
| 1Y | +9.2% | +91.0% | -81.8% | -19.4% |
| 3Y | +89.9% | +13.5% | +76.3% | +57.0% |
| 5Y | +49.3% | -9.2% | +58.5% | +29.8% |
| 10Y | +591.6% | +422.5% | +169.1% | +229.2% |
| All | +591.6% | +433.9% | +157.7% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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