+273,029.3%
AMZN vs STZ
+4,612.5%
+268,416.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | +0.1% | +8.8% | -8.7% | -2.4% |
| 6M | +0.6% | +3.1% | -2.5% | -0.8% |
| YTD | +15.9% | +7.9% | +8.0% | +12.2% |
| 1Y | +9.5% | +14.2% | -4.6% | +4.5% |
| 3Y | +86.3% | -35.2% | +121.5% | +101.2% |
| 5Y | +51.7% | -29.6% | +81.3% | +60.6% |
| 10Y | +623.8% | +12.2% | +611.6% | +564.9% |
| All | +273,029.3% | +4,612.5% | +268,416.8% | +116,971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling