+117.1%
AMAT vs STLA
-70.3%
+187.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -11.9% |
| 7D | -24.3% | -5.5% | -18.8% | -22.6% |
| 30D | -39.8% | -3.7% | -36.1% | -39.1% |
| 3M | -40.2% | -21.1% | -19.0% | -35.5% |
| 6M | -22.1% | -38.3% | +16.2% | -7.8% |
| YTD | +24.7% | -59.2% | +83.9% | +69.6% |
| 1Y | +33.3% | -56.7% | +89.9% | +75.2% |
| 3Y | +133.9% | -74.3% | +208.2% | +274.1% |
| 5Y | +117.1% | -70.2% | +187.3% | +191.2% |
| All | +117.1% | -70.3% | +187.4% | +191.2% |
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