+1,321.9%
AMAT vs STLA
-4.1%
+1,326.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +11.4% | -13.8% | +25.1% | +18.2% |
| 30D | -17.0% | -10.5% | -6.5% | -13.6% |
| 3M | -30.6% | -28.9% | -1.7% | -21.6% |
| 6M | -14.9% | -49.7% | +34.8% | +10.7% |
| YTD | +44.7% | -64.9% | +109.6% | +112.2% |
| 1Y | +66.9% | -64.0% | +130.9% | +141.1% |
| 3Y | +153.3% | -77.4% | +230.7% | +327.9% |
| 5Y | +146.2% | -74.4% | +220.7% | +279.3% |
| All | +1,321.9% | -4.1% | +1,326.0% | +1,421.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling