+6,351.7%
AMD vs STLA
+18.3%
+6,333.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.3% | +11.1% |
| 7D | -11.0% | -4.5% | -6.5% | -9.2% |
| 30D | -30.5% | -3.9% | -26.6% | -29.5% |
| 3M | -8.2% | -20.2% | +12.0% | -0.4% |
| 6M | +6.6% | -42.2% | +48.7% | +33.0% |
| YTD | +109.7% | -59.3% | +169.0% | +193.9% |
| 1Y | +88.9% | -56.1% | +145.0% | +153.4% |
| 3Y | +301.8% | -73.7% | +375.5% | +546.2% |
| 5Y | +229.4% | -70.3% | +299.6% | +386.6% |
| All | +6,351.7% | +18.3% | +6,333.4% | +7,634.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling