+53.3%
AMZN vs STX
+541.2%
-487.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.7% | -3.9% |
| 7D | +0.1% | -1.0% | +1.0% | -0.3% |
| 30D | +2.6% | -26.8% | +29.3% | +9.0% |
| 3M | -2.2% | -32.7% | +30.5% | +4.3% |
| 6M | -1.0% | -33.7% | +32.7% | +2.7% |
| YTD | +15.3% | +101.0% | -85.7% | -18.5% |
| 1Y | +6.9% | +92.7% | -85.8% | -23.8% |
| 3Y | +85.4% | +708.7% | -623.3% | -33.1% |
| 5Y | +53.3% | +504.0% | -450.7% | -39.6% |
| All | +53.3% | +541.2% | -487.9% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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