+89.9%
AMZN vs STM
+11.4%
+78.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +1.6% |
| 7D | +8.7% | -5.6% | +14.2% | +9.6% |
| 30D | +1.7% | -14.4% | +16.2% | +4.5% |
| 3M | -2.8% | -20.5% | +17.7% | +1.0% |
| 6M | -2.1% | -24.5% | +22.4% | +0.1% |
| YTD | +15.6% | +72.7% | -57.0% | -5.2% |
| 1Y | +9.2% | +91.0% | -81.8% | -12.9% |
| 3Y | +89.9% | +13.5% | +76.3% | +53.4% |
| All | +89.9% | +11.4% | +78.4% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling