+132.8%
AMAT vs STLA
-74.0%
+206.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.5% |
| 7D | -24.3% | -5.5% | -18.8% | -23.2% |
| 30D | -39.8% | -3.7% | -36.1% | -39.3% |
| 3M | -40.2% | -21.1% | -19.0% | -37.0% |
| 6M | -22.1% | -38.3% | +16.2% | -12.4% |
| YTD | +24.7% | -59.2% | +83.9% | +54.7% |
| 1Y | +33.3% | -56.7% | +89.9% | +61.1% |
| All | +132.8% | -74.0% | +206.8% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling