+261.9%
AMD vs STLA
-74.0%
+335.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.7% | -15.8% |
| 7D | -28.6% | -5.5% | -23.1% | -27.2% |
| 30D | -37.7% | -3.7% | -34.0% | -37.1% |
| 3M | -16.1% | -21.1% | +5.0% | -10.2% |
| 6M | +13.8% | -38.3% | +52.2% | +32.9% |
| YTD | +88.8% | -59.2% | +148.1% | +145.6% |
| 1Y | +57.8% | -56.7% | +114.4% | +98.7% |
| All | +261.9% | -74.0% | +335.9% | +430.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling