+1,162.1%
AMAT vs STLA
+18.3%
+1,143.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -4.5% | -10.2% | -13.1% |
| 30D | -36.1% | -3.9% | -32.2% | -35.3% |
| 3M | -36.9% | -20.2% | -16.7% | -31.9% |
| 6M | -22.2% | -42.2% | +20.0% | -4.5% |
| YTD | +29.9% | -59.3% | +89.2% | +78.8% |
| 1Y | +43.3% | -56.1% | +99.3% | +89.3% |
| 3Y | +142.7% | -73.7% | +216.3% | +282.5% |
| 5Y | +126.2% | -70.3% | +196.5% | +226.5% |
| All | +1,162.1% | +18.3% | +1,143.8% | +1,269.5% |
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