+73.7%
AMAT vs STLA
-61.0%
+134.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.5% | +9.6% | +6.3% |
| 7D | +7.0% | -11.6% | +18.6% | +8.0% |
| 30D | -20.6% | -6.2% | -14.4% | -20.3% |
| 3M | -24.8% | -24.6% | -0.2% | -23.5% |
| 6M | -10.7% | -44.9% | +34.2% | -6.0% |
| YTD | +54.3% | -62.3% | +116.5% | +63.3% |
| 1Y | +73.7% | -61.8% | +135.5% | +83.1% |
| All | +73.7% | -61.0% | +134.8% | +83.1% |
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