+61.4%
AMAT vs STLA
-53.0%
+114.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -3.5% |
| 7D | -11.2% | -0.6% | -10.6% | -11.2% |
| 30D | -31.9% | +3.6% | -35.4% | -32.2% |
| 3M | -32.3% | -20.6% | -11.7% | -31.3% |
| 6M | -5.4% | -34.3% | +28.9% | -1.4% |
| YTD | +44.3% | -57.3% | +101.6% | +51.6% |
| 1Y | +61.4% | -52.6% | +114.0% | +62.1% |
| All | +61.4% | -53.0% | +114.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling