+45.8%
AMZN vs STZ
-36.5%
+82.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.9% |
| 7D | +0.8% | -7.4% | +8.2% | +2.9% |
| 30D | -6.4% | -10.9% | +4.5% | -3.6% |
| 3M | +4.8% | -13.4% | +18.2% | +8.5% |
| 6M | +20.5% | -16.2% | +36.7% | +25.6% |
| YTD | +11.3% | -10.4% | +21.8% | +12.5% |
| 1Y | +9.0% | -14.8% | +23.7% | +11.7% |
| 3Y | +85.9% | -50.1% | +136.0% | +129.5% |
| 5Y | +45.8% | -38.8% | +84.6% | +64.5% |
| All | +45.8% | -36.5% | +82.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling