+272,508.4%
AMZN vs STT
+1,233.0%
+271,275.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.8% |
| 7D | +8.7% | +0.9% | +7.7% | +8.3% |
| 30D | +1.7% | -2.3% | +4.0% | +2.6% |
| 3M | -2.8% | -7.0% | +4.2% | -0.3% |
| 6M | -2.1% | +15.5% | -17.6% | -7.3% |
| YTD | +15.6% | +35.6% | -20.0% | +3.0% |
| 1Y | +9.2% | +47.9% | -38.6% | -5.7% |
| 3Y | +89.9% | +181.1% | -91.2% | +29.7% |
| 5Y | +49.3% | +108.2% | -58.9% | +11.2% |
| 10Y | +591.6% | +201.0% | +390.6% | +311.2% |
| All | +272,508.4% | +1,233.0% | +271,275.4% | +57,163.3% |
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