+126.7%
AMAT vs STZ
-29.7%
+156.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.5% |
| 7D | -14.7% | +4.9% | -19.6% | -15.3% |
| 30D | -36.1% | +20.9% | -57.0% | -38.4% |
| 3M | -36.9% | +8.0% | -44.8% | -37.9% |
| 6M | -22.2% | -5.3% | -16.9% | -21.2% |
| YTD | +29.9% | +5.9% | +24.0% | +24.3% |
| 1Y | +43.3% | +14.2% | +29.0% | +32.7% |
| 3Y | +142.7% | -37.0% | +179.6% | +175.8% |
| All | +126.7% | -29.7% | +156.4% | +133.0% |
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 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