+132.8%
AMAT vs STZ
-36.0%
+168.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -12.9% | -13.6% |
| 7D | -24.3% | +11.8% | -36.1% | -23.8% |
| 30D | -39.8% | +26.0% | -65.8% | -39.5% |
| 3M | -40.2% | +11.5% | -51.7% | -39.7% |
| 6M | -22.1% | -2.0% | -20.1% | -20.6% |
| YTD | +24.7% | +7.9% | +16.8% | +22.8% |
| 1Y | +33.3% | +13.9% | +19.3% | +29.6% |
| All | +132.8% | -36.0% | +168.9% | +145.3% |
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