+11,697.7%
GOOGL vs STZ
+858.7%
+10,839.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | -16.8% | +14.9% | -31.7% | -20.3% |
| 3M | -14.6% | +8.4% | -23.0% | -17.0% |
| 6M | -24.4% | +2.8% | -27.2% | -25.7% |
| YTD | -6.1% | +7.5% | -13.6% | -9.5% |
| 1Y | +1.0% | +12.5% | -11.6% | -4.2% |
| 3Y | +123.4% | -35.4% | +158.8% | +144.4% |
| 5Y | +103.2% | -29.3% | +132.5% | +115.3% |
| 10Y | +667.7% | +11.8% | +655.9% | +582.8% |
| All | +11,697.7% | +858.7% | +10,839.0% | +4,902.8% |
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