+1,370.8%
AMAT vs STZ
+11.6%
+1,359.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | +5.3% | -7.8% | -4.3% |
| 30D | -26.5% | +19.6% | -46.1% | -31.8% |
| 3M | -28.6% | +10.0% | -38.5% | -32.1% |
| 6M | -14.2% | -0.3% | -14.0% | -16.0% |
| YTD | +45.5% | +8.6% | +36.9% | +34.4% |
| 1Y | +59.3% | +16.6% | +42.8% | +41.9% |
| 3Y | +153.1% | -34.8% | +187.9% | +188.1% |
| 5Y | +158.2% | -27.8% | +186.0% | +176.2% |
| 10Y | +1,370.8% | +12.5% | +1,358.3% | +1,196.8% |
| All | +1,370.8% | +11.6% | +1,359.2% | +1,196.8% |
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