+272,508.4%
AMZN vs STM
+488.8%
+272,019.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.8% | +0.4% |
| 7D | +8.7% | -5.6% | +14.2% | +10.4% |
| 30D | +1.7% | -14.4% | +16.2% | +6.9% |
| 3M | -2.8% | -20.5% | +17.7% | +4.2% |
| 6M | -2.1% | -24.5% | +22.4% | +2.4% |
| YTD | +15.6% | +72.7% | -57.0% | -14.6% |
| 1Y | +9.2% | +91.0% | -81.8% | -22.7% |
| 3Y | +89.9% | +13.5% | +76.3% | +53.1% |
| 5Y | +49.3% | -9.2% | +58.5% | +29.3% |
| 10Y | +591.6% | +422.5% | +169.1% | +153.9% |
| All | +272,508.4% | +488.8% | +272,019.6% | +76,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling