+643.8%
AMZN vs STZ
+12.6%
+631.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +3.4% | +14.7% | -11.3% | -0.4% |
| 3M | +0.1% | +8.8% | -8.7% | -2.5% |
| 6M | +0.6% | +3.1% | -2.5% | -0.9% |
| YTD | +15.9% | +7.9% | +8.0% | +11.7% |
| 1Y | +9.5% | +14.2% | -4.6% | +3.6% |
| 3Y | +86.3% | -35.2% | +121.5% | +104.7% |
| 5Y | +51.7% | -29.6% | +81.3% | +62.7% |
| All | +643.8% | +12.6% | +631.3% | +633.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling