+13,507.3%
GOOGL vs STZ
+745.9%
+12,761.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -6.6% | -1.9% | -4.7% | -6.2% |
| 3M | -8.9% | -6.2% | -2.7% | -7.7% |
| 6M | +11.9% | -14.0% | +25.9% | +16.1% |
| YTD | +8.3% | -5.1% | +13.5% | +8.7% |
| 1Y | +46.2% | -9.6% | +55.8% | +48.2% |
| 3Y | +151.9% | -47.2% | +199.1% | +193.7% |
| 5Y | +137.7% | -33.6% | +171.3% | +157.0% |
| 10Y | +757.6% | -9.8% | +767.3% | +713.9% |
| All | +13,507.3% | +745.9% | +12,761.4% | +5,907.7% |
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