+8,520.0%
AMD vs STLA
-3.1%
+8,523.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.1% | +11.9% | +8.5% |
| 7D | +44.7% | -13.1% | +57.8% | +53.1% |
| 30D | -3.3% | -13.3% | +9.9% | +2.0% |
| 3M | +21.2% | -27.9% | +49.0% | +37.0% |
| 6M | +30.6% | -47.8% | +78.4% | +70.3% |
| YTD | +173.3% | -64.6% | +237.9% | +307.9% |
| 1Y | +126.1% | -64.0% | +190.1% | +232.8% |
| 3Y | +393.5% | -76.8% | +470.4% | +743.9% |
| 5Y | +295.8% | -74.2% | +369.9% | +523.9% |
| All | +8,520.0% | -3.1% | +8,523.1% | +9,184.9% |
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