+620.3%
AMZN vs STZ
+12.8%
+607.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +2.6% | +14.9% | -12.4% | -1.3% |
| 3M | -2.2% | +8.4% | -10.7% | -4.7% |
| 6M | -1.0% | +2.8% | -3.9% | -2.5% |
| YTD | +15.3% | +7.5% | +7.8% | +11.2% |
| 1Y | +6.9% | +12.5% | -5.7% | +1.5% |
| 3Y | +85.4% | -35.4% | +120.8% | +104.0% |
| 5Y | +53.3% | -29.3% | +82.6% | +64.2% |
| 10Y | +620.3% | +11.8% | +608.6% | +615.5% |
| All | +620.3% | +12.8% | +607.5% | +615.5% |
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