+555.5%
AMZN vs STM
+653.6%
-98.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.8% | +5.2% | -4.4% | -0.8% |
| 30D | -6.4% | -7.4% | +1.0% | -4.4% |
| 3M | +4.8% | -30.6% | +35.4% | +14.9% |
| 6M | +20.5% | +66.4% | -45.9% | -3.7% |
| YTD | +11.3% | +101.1% | -89.8% | -17.5% |
| 1Y | +9.0% | +97.4% | -88.4% | -19.6% |
| 3Y | +85.9% | +21.1% | +64.8% | +53.3% |
| 5Y | +45.8% | +22.5% | +23.3% | +17.0% |
| 10Y | +555.5% | +657.6% | -102.1% | +225.0% |
| All | +555.5% | +653.6% | -98.1% | +225.0% |
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