+263,909.3%
AMZN vs STT
+1,407.4%
+262,501.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | -5.2% | +3.9% | -9.0% | -6.5% |
| 3M | +1.9% | +20.0% | -18.1% | -4.7% |
| 6M | +19.2% | +55.3% | -36.1% | +1.5% |
| YTD | +12.0% | +53.3% | -41.3% | -4.5% |
| 1Y | +9.7% | +74.7% | -65.0% | -10.8% |
| 3Y | +87.2% | +205.8% | -118.7% | +24.0% |
| 5Y | +48.7% | +145.0% | -96.3% | +4.3% |
| 10Y | +569.3% | +266.0% | +303.3% | +270.7% |
| All | +263,909.3% | +1,407.4% | +262,501.9% | +53,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling