+247.2%
AMAT vs STLA
-62.4%
+309.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.8% |
| 7D | -1.5% | +2.6% | -4.1% | -2.5% |
| 30D | -14.8% | -1.2% | -13.6% | -14.9% |
| 3M | -9.3% | -24.8% | +15.5% | +0.9% |
| 6M | +27.4% | -25.6% | +53.0% | +41.4% |
| YTD | +77.6% | -48.9% | +126.5% | +124.1% |
| 1Y | +188.9% | -38.8% | +227.7% | +228.2% |
| 3Y | +202.3% | -64.5% | +266.8% | +318.1% |
| All | +247.2% | -62.4% | +309.6% | +336.6% |
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