+3,273.3%
AMAT vs STLA
+190.5%
+3,082.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.3% |
| 7D | -24.3% | -5.5% | -18.8% | -23.0% |
| 30D | -39.8% | -3.7% | -36.1% | -39.3% |
| 3M | -40.2% | -21.1% | -19.0% | -36.7% |
| 6M | -22.1% | -38.3% | +16.2% | -11.8% |
| YTD | +24.7% | -59.2% | +83.9% | +55.6% |
| 1Y | +33.3% | -56.7% | +89.9% | +62.9% |
| 3Y | +133.9% | -74.3% | +208.2% | +222.8% |
| 5Y | +117.1% | -70.2% | +187.3% | +183.6% |
| 10Y | +1,158.7% | +23.4% | +1,135.3% | +1,139.5% |
| All | +3,273.3% | +190.5% | +3,082.8% | +3,048.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling