+247.2%
AMAT vs STZ
-33.3%
+280.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | -14.8% | -1.9% | -12.9% | -14.7% |
| 3M | -9.3% | -6.2% | -3.0% | -8.6% |
| 6M | +27.4% | -14.0% | +41.4% | +31.2% |
| YTD | +77.6% | -5.1% | +82.7% | +73.6% |
| 1Y | +188.9% | -9.6% | +198.5% | +187.0% |
| 3Y | +202.3% | -47.2% | +249.5% | +265.9% |
| All | +247.2% | -33.3% | +280.5% | +273.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling