+49.3%
AMZN vs STM
-9.8%
+59.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 6M | -2.1% | -24.5% | +22.4% | +1.1% |
| YTD | +15.6% | +72.7% | -57.0% | -15.0% |
| 1Y | +9.2% | +91.0% | -81.8% | -23.1% |
| 3Y | +89.9% | +13.5% | +76.3% | +52.0% |
| 5Y | +49.3% | -9.2% | +58.5% | +25.9% |
| All | +49.3% | -9.8% | +59.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling