+88.3%
AMZN vs STT
+207.1%
-118.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.2% |
| 30D | -5.2% | +3.9% | -9.0% | -6.8% |
| 3M | +1.9% | +20.0% | -18.1% | -6.3% |
| 6M | +19.2% | +55.3% | -36.1% | -3.0% |
| YTD | +12.0% | +53.3% | -41.3% | -8.8% |
| 1Y | +9.7% | +74.7% | -65.0% | -16.4% |
| All | +88.3% | +207.1% | -118.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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