+1,362.0%
AMAT vs STZ
+12.6%
+1,349.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +19.3% | 0.0% | +19.3% | +19.3% |
| 30D | -17.9% | +14.7% | -32.7% | -22.6% |
| 3M | -30.4% | +8.8% | -39.2% | -33.6% |
| 6M | -11.4% | +3.1% | -14.5% | -14.4% |
| YTD | +48.8% | +7.9% | +40.9% | +37.7% |
| 1Y | +66.0% | +14.2% | +51.9% | +49.2% |
| 3Y | +158.8% | -35.2% | +194.0% | +195.3% |
| 5Y | +153.2% | -29.6% | +182.8% | +174.0% |
| All | +1,362.0% | +12.6% | +1,349.4% | +1,149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling