+117.1%
AMAT vs STZ
-27.7%
+144.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -12.9% | -13.5% |
| 7D | -24.3% | +11.8% | -36.1% | -25.6% |
| 30D | -39.8% | +26.0% | -65.8% | -42.3% |
| 3M | -40.2% | +11.5% | -51.7% | -41.5% |
| 6M | -22.1% | -2.0% | -20.1% | -21.6% |
| YTD | +24.7% | +7.9% | +16.8% | +19.0% |
| 1Y | +33.3% | +13.9% | +19.3% | +24.2% |
| 3Y | +133.9% | -35.8% | +169.7% | +165.3% |
| 5Y | +117.1% | -28.4% | +145.5% | +125.6% |
| All | +117.1% | -27.7% | +144.8% | +125.6% |
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