+1,425.2%
AMAT vs STZ
+12.8%
+1,412.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.0% | +6.4% |
| 7D | +7.0% | -0.9% | +7.9% | +7.4% |
| 30D | -20.6% | +14.9% | -35.5% | -25.1% |
| 3M | -24.8% | +8.4% | -33.2% | -28.1% |
| 6M | -10.7% | +2.8% | -13.5% | -13.7% |
| YTD | +54.3% | +7.5% | +46.8% | +43.0% |
| 1Y | +73.7% | +12.5% | +61.2% | +57.2% |
| 3Y | +168.4% | -35.4% | +203.8% | +206.5% |
| 5Y | +167.6% | -29.3% | +196.8% | +188.7% |
| 10Y | +1,425.2% | +11.8% | +1,413.4% | +1,244.0% |
| All | +1,425.2% | +12.8% | +1,412.4% | +1,244.0% |
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