+44.9%
AMZN vs STX
+1,117.9%
-1,073.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.3% |
| 7D | -1.0% | +9.6% | -10.6% | -3.2% |
| 30D | -9.2% | +10.6% | -19.8% | -12.2% |
| 3M | +3.4% | +4.8% | -1.4% | -1.1% |
| 6M | +18.2% | +137.3% | -119.0% | -12.3% |
| YTD | +9.3% | +222.5% | -213.1% | -28.8% |
| 1Y | +5.9% | +366.2% | -360.3% | -41.7% |
| 3Y | +82.6% | +1,352.9% | -1,270.3% | -40.5% |
| 5Y | +44.9% | +1,077.4% | -1,032.6% | -47.2% |
| All | +44.9% | +1,117.9% | -1,073.0% | -47.2% |
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