+126.7%
AMAT vs STLA
-70.1%
+196.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -4.5% | -10.2% | -13.2% |
| 30D | -36.1% | -3.9% | -32.2% | -35.4% |
| 3M | -36.9% | -20.2% | -16.7% | -32.2% |
| 6M | -22.2% | -42.2% | +20.0% | -5.5% |
| YTD | +29.9% | -59.3% | +89.2% | +76.9% |
| 1Y | +43.3% | -56.1% | +99.3% | +86.9% |
| 3Y | +142.7% | -73.7% | +216.3% | +281.6% |
| All | +126.7% | -70.1% | +196.8% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling