+203.0%
AMAT vs STZ
-47.3%
+250.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -1.5% | -1.9% | +0.4% | -1.4% |
| 30D | -14.8% | -1.9% | -12.9% | -14.9% |
| 3M | -9.3% | -6.2% | -3.0% | -9.2% |
| 6M | +27.4% | -14.0% | +41.4% | +28.8% |
| YTD | +77.6% | -5.1% | +82.7% | +73.8% |
| 1Y | +188.9% | -9.6% | +198.5% | +185.4% |
| All | +203.0% | -47.3% | +250.3% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling